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From Open Risk Manual
- 2 KB (285 words) - 12:14, 26 February 2021
- ...nts to reduce its replacement cost risk and should fully collateralise its mark-to-market exposure on physically settling FX swaps and forwards with counterparties t ...4 KB (535 words) - 11:45, 26 March 2021
- ...dit risk management process, with an over reliance on collateralisation of mark-to-market exposures. Insufficient weight was placed on in-depth credit analyses of th ...2 KB (337 words) - 11:46, 26 March 2021
- 2 KB (241 words) - 20:24, 12 February 2019
- 2 KB (246 words) - 20:24, 12 February 2019
- 2 KB (245 words) - 20:31, 12 February 2019
- ...nancial services firms (Banks) for exposures that are not accounted on a [[Mark-to-Market]] basis ...3 KB (359 words) - 14:21, 5 February 2020
- 2 KB (249 words) - 20:31, 12 February 2019
- 1,015 bytes (131 words) - 14:13, 29 March 2021
- 2 KB (232 words) - 12:21, 26 February 2021
- 2 KB (279 words) - 12:15, 26 February 2021
- 1 KB (181 words) - 15:16, 8 October 2019
- 2 KB (298 words) - 12:47, 26 February 2021
- 3 KB (327 words) - 12:12, 26 February 2021
- 1 KB (162 words) - 12:44, 26 February 2021
- .... A long dated exposure in a derivatives portfolio can lead to substantial mark-to-market losses if the counterparty deteriorates, even if there is no default event ...6 KB (901 words) - 11:24, 17 May 2024
- 10 KB (1,495 words) - 14:58, 1 October 2018
- 1 KB (182 words) - 12:50, 26 February 2021
- 2 KB (221 words) - 11:30, 11 May 2021
- 2 KB (203 words) - 12:14, 26 February 2021