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25FRM二级英文
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GD
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2.知识精讲
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2.信用风险管理与测量
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5-Session 4 Counterparty credit risk
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39-Derivatives market - review .sz
40-Derivatives market - participants and collateral .sz
41-Derivatives market - ISDA .sz
42-CCP and modeling derivatives risk (1) .sz
43-CCP and modeling derivatives risk (2) .sz
44-Counterparty Risk .sz
45-Cash flow netting .sz
46-Cash flow netting - Portfolio compression .sz
47Value netting - Close-out netting .sz
48-Value netting - netting impact .sz
49-Margin term (1) .sz
50-Margin term (2) .sz
51-Impact of margin (1) .sz
52-Impact of margin (2) .sz
53-CCP risk management - The Loss Waterfall .sz
54-Evolution and mechanics .sz
55-CCP risk management .sz
56-Metrics for Credit Exposure (1) .sz
57-Metrics for Credit Exposure (2) .sz
58-Exposure profile of various securities .sz
59-The impacts on exposure .sz
60-Credit Valuation Adjustment and xVA (1) .sz
61-Credit Valuation Adjustment and xVA (2) .sz
62-Unilateral CVA .sz
63-DVA and BCVA .sz
64-DVA and BCVA - 特别说明 .sz
65-CVA allocation .sz
66-Wrong-way risk (1) .sz
67-Wrong-way risk (2) .sz
68-Stress Testing .sz
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