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  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...
  2. Nicole Seaman

    P2.T6.906. Features of a collateralization agreement (Gregory Ch.6)

    Learning objectives: Describe the mechanics of collateral and the types of collateral that are typically used. Explain the process for the reconciliation of collateral disputes. Explain the features of a collateralization agreement. Questions: 906.1. According to Gregory, collateral agreements...
  3. Nicole Seaman

    P1.T3.709. Futures contracts (Hull Chapter 2, continued)

    Learning objectives: Explain the convergence of futures and spot prices. Describe the role of a clearinghouse in futures and over-the-counter market transactions. Describe the role of collateralization in the over-the-counter market and compare it to the margining system. Identify the...