two-way-csa-agreement

  1. Nicole Seaman

    P2.T6.907. Collateral and the margin period of risk (Gregory Ch.6)

    Learning objectives: Differentiate between a two-way and one-way CSA agreement and describe how collateral parameters can be linked to credit quality. Explain aspects of collateral including funding, rehypothecation and segregation. Explain how market risk, operational risk, and liquidity risk...
    • Nicole Seaman
    • Thread
    • collateral-parameters collateralization credit-quality one-way-csa-agreement rehypothecation segregation two-way-csa-agreement
    • Replies: 2
    • Forum: FRM® Practice Questions
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