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credit-default-swap

  1. Nicole Seaman

    P2.T6.910. Credit exposure profiles (Gregory Ch.7)

    Learning objectives: Identify factors that affect the calculation of the credit exposure profile and summarize the impact of collateral on exposure. Identify typical credit exposure profiles for various derivative contracts and combination profiles. Questions: 910.1. Consider credit exposure...
  2. QuantMan2318

    Value of a Credit Default Swap

    Hi @David Harper CFA FRM Good to contact you after a while. I had a question which may be relevant to the folks studying credit risk here as well, I had this after I was studying for the CFA While valuing CDS, we have something called the CDS spread - is this equal or equivalent to the CVA...
  3. Nicole Seaman

    P2.T6.715. Credit derivatives and securitization

    Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...
  4. R

    CDS - Bond basis factors : confusing impact

    Hi David, I am getting very confused with the impact of the factors on CDS minus Bond basis (especially positive basis and negative basis as described below). I feel like i am missing something extremely basic causing all the factors influence to be illogical in sign.. I would sincerely...
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