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Recent content by Nikita Gusev

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    Exam Feedback November 2018 Part 2 Exam Feedback

    IMO, in case of CSA (ISDA) we see an outright transfer of title in collateral by the counterparty that is required to provide collateral. So no need for court for secured party to get ownership of collateral.
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    Fixed income mapping

    Thank you much, David!
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    Fixed income mapping

    Hi, David Could you please explain what kind of zero coupon bond we take for mapping? I mean Is it OK to replace corporate portfolio risk with government zero? There is no information of quality type of zero bond for mapping in any source.