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中二 · 2020年03月17日

问一道题:NO.PZ2016082405000055 [ FRM II ]

问题如下:

Which of the following statements is least accurate regarding a credit support annex (CSA) and/or an ISDA Master Agreement?

选项:

A.

ISDA Master Agreements help standardize collateral management.

B.

CSAs must define all collateralization parameters in order to work as intended.

C.

Compared to the ISDA Master Agreement, CSAs were first to establish collateral standards.

D.

CSAs are incorporated into an ISDA Master Agreement.

解释:

C The purpose of a credit support annex (CSA) incorporated into an ISDA Master Agreement is to allow the parties to the agreement to mitigate credit risk through the posting of collateral. A CSA is created to govern issues such as collateral eligibility, interest rate payments, timing and mechanics associated with transfers, posted collateral calculations, haircuts to collateral securities (if applicable), substitutions of collateral, timing and methods for valuation, reuse of collateral, handling disputes, and collateral changes that may be triggered by various events. In order to work as they are intended to work, CSAs must define all collateralization parameters and account for any scenarios that may impact both the counterparties and the collateral they 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?

1 个答案

品职答疑小助手雍 · 2020年03月18日

同学你好,每年都会根据考纲有所调整,今年在534,535页了。

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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

     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

看,感觉CSA是对付抵押合约的,IS 是对付衍生品合约的,那c为啥是错的?

2018-10-26 08:08 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