threshold

  1. Nicole Seaman

    P2.T6.912. The impact of collateral on counterparty risk and funding (Gregory Ch.7)

    Learning objectives: Explain the impact of collateralization on exposure, and assess the risk associated with the remargining period, threshold, and minimum transfer amount. Assess the impact of collateral on counterparty risk and funding, with and without segregation or rehypothecation...
    • Nicole Seaman
    • Thread
    • collateralization counterparty-risk minimum-transfer-amount rehypothecation remargining-period segregation threshold
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P2.T6.905. ISDA Master Agreement and credit support annex (Gregory Ch.6)

    Learning objectives: Describe the rationale for collateral management. Describe the terms of a collateral and features of a credit support annex (CSA) within the ISDA Master Agreement including threshold, initial margin, minimum transfer amount and rounding, haircuts, credit quality, and credit...
    • Nicole Seaman
    • Thread
    • collateral collateral-management credit-quality credit-support-annex haircuts initial-margin isda-master-agreement minimum-transfer-amount threshold valuation-agent
    • Replies: 0
    • Forum: FRM® Practice Questions
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