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Clean · 2018年10月26日

问一道题:NO.PZ2016082405000055 [ FRM II ]

问题如下图:

选项:

A.

B.

C.

D.

看解释,感觉CSA是对付抵押合约的,ISDA 是对付衍生品合约的,那c为啥是错的? 解释:

1 个答案
已采纳答案

品职答疑小助手雍 · 2018年10月27日

同学你好,ISDA也是抵押品的条款里的重要部分,从答案描述里CSA “incorporated into ISDA”体会,C是错的。

kayi · 2019年08月01日

答案不是CSA是ISDA里面重要的部分吗?

品职答疑小助手雍 · 2019年08月02日

是这样啊,这个截图只是说明C选项里面那个“first to”是错的。

pz-stepsutake · 2020年02月28日

既然不是第17章的题目,为什么放在这个章节?发现类似问题不止一次两次了

品职答疑小助手雍 · 2020年02月29日

我去建议一下移动到19章哈。

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NO.PZ2016082405000055 Whiof the following statements is least accurate regarng a cret support annex (CSanor IS Master Agreement? IS Master Agreements help stanrze collatermanagement. CSmust fine all collateralization parameters in orr to work inten Compareto the IS Master Agreement, CSwere first to establish collaterstanr. CSare incorporateinto IS Master Agreement. C The purpose of a cret support annex (CSincorporateinto IS Master Agreement is to allow the parties to the agreement to mitigate cret risk through the posting of collateral. A CSA is createto govern issues sucollatereligibility, interest rate payments, timing anmechaniassociatewith transfers, postecollatercalculations, haircuts to collatersecurities (if applicable), substitutions of collateral, timing anmetho for valuation, reuse of collateral, haning sputes, ancollaterchanges thmtriggerevarious events. In orr to work they are intento work, CSmust fine all collateralization parameters anaccount for any scenarios thmimpaboth the counterparties anthe collaterthey are posting. 1.我看讲义了解到CSA被纳入到IS的一部分,CSA和IS是同时被发明的吗,没有一个谁快谁慢的关系? 2.都是在说这个抵押/保证金的问题是吗?

2021-03-14 20:05 2 · 回答

Whiof the following statements is least accurate regarng a cret support annex (CSanor IS Master Agreement? IS Master Agreements help stanrze collatermanagement. CSmust fine all collateralization parameters in orr to work inten Compareto the IS Master Agreement, CSwere first to establish collaterstanr. CSare incorporateinto IS Master Agreement. C The purpose of a cret support annex (CSincorporateinto IS Master Agreement is to allow the parties to the agreement to mitigate cret risk through the posting of collateral. A CSA is createto govern issues sucollatereligibility, interest rate payments, timing anmechaniassociatewith transfers, postecollatercalculations, haircuts to collatersecurities (if applicable), substitutions of collateral, timing anmetho for valuation, reuse of collateral, haning sputes, ancollaterchanges thmtriggerevarious events. In orr to work they are intento work, CSmust fine all collateralization parameters anaccount for any scenarios thmimpaboth the counterparties anthe collaterthey are posting. 讲义做过调整了么?以前的答案回复的页码找不到这部分内容,听课的时候也没有印象,这部分内容在更新后的讲义上有吗?

2020-03-17 23:08 1 · 回答

     能简要介绍一下CSA和IS么?课上讲义貌似没有涉及

2019-03-18 09:38 1 · 回答

     这个考点完全没印象 现在还在考纲里面吗?对应着哪部分章节?

2018-05-13 23:54 2 · 回答