当前目录
全盘
查全部
文件夹
文件
主页
/
渠道二
/
25课程新链接
/
25年FRM二级高等班
/
2.知识精讲
/
2-信用风险管理与测量
/
5-Session 4 Counterparty credit risk
/
1.Derivatives market - review ~1 .sz
10.Value netting - netting impact ~1 .sz
11.Margin term (1) ~1 .sz
12.Margin term (2) ~1 .sz
13.Impact of margin (1) ~1 .sz
14.Impact of margin (2) ~1 .sz
15.Evolution and mechanics ~1 .sz
16.CCP risk management ~1 .sz
17.CCP risk management - The Loss Waterfall ~1 .sz
18.Metrics for Credit Exposure (1) ~1 .sz
19.Metrics for Credit Exposure (2) ~1 .sz
2.Derivatives market - participants and collateral ~1 .sz
20.Exposure profile of various securities ~1 .sz
21.The impacts on exposure ~1 .sz
22.Credit Valuation Adjustment and xVA (1) ~1 .sz
23.Credit Valuation Adjustment and xVA (2) ~1 .sz
24.Unilateral CVA ~1 .sz
25.DVA and BCVA ~1 .sz
26.DVA and BCVA - 特别说明 ~1 .sz
27.CVA allocation ~1 .sz
28.Wrong-way risk (1) ~1 .sz
29.Wrong-way risk (2) ~1 .sz
3.Derivatives market - ISDA ~1 .sz
30.Stress Testing ~1 .sz
4.CCP and modeling derivatives risk (1) ~1 .sz
5.CCP and modeling derivatives risk (2) ~1 .sz
6.Counterparty Risk ~1 .sz
7.Cash flow netting ~1 .sz
8.Cash flow netting - Portfolio compression ~1 .sz
9.Value netting - Close-out netting ~1 .sz
Copyright © All rights reserved.
信息加载中,请等待...
