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  1. Nicole Seaman

    P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)

    Learning objectives: Identify counterparty risk intermediaries including central counterparties (CCPs), derivative product companies (DPCs), special purpose vehicles (SPVs) and monoline insurance companies (monolines) and describe their roles. Describe the risk management process of a CCP and...
  2. Nicole Seaman

    P1.T3.602. Over the counter (OTC) derivatives (Gregory)

    Learning objectives: Identify the classes of derivatives securities and explain the risk associated with them. Identify risks associated with OTC markets and explain how these risks can be mitigated. Questions: 602.1. Which OTC derivatives class has the largest amount of gross notional...