Glad it was helpful! If you like our video lessons, it would be helpful if you could take 2 minutes of your time to leave us a review here: www.trustpilot.com/review/analystprep.com
Thanks for the video! Very informative and comprehensive! Just one quick Q -for slides @32:50 - Based on the definition of WW collateral, which is "Exposure to a counterparty is adversely correlated with the value of collateral posted by that counterparty ", wondering why the setting for the example down below is government bond posted by the counterparty to the bank instead of the other way round? When the interest rate rises, it seems that it's talking about the counterparty bearing the WW collateral with the bank's exposure to it increasing while the value of the collateral posted by the bank (bonds) also drop?
Glad it was helpful! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a review here: trustpilot.com/review/analystprep.com
Great video! It helped me a lot to understand WWR and RWR!! Thank you!!!
Glad it was helpful! If you like our video lessons, it would be helpful if you could take 2 minutes of your time to leave us a review here: www.trustpilot.com/review/analystprep.com
Thank you, you explain it very clearly!
Thanks for the video! Very informative and comprehensive! Just one quick Q -for slides @32:50 - Based on the definition of WW collateral, which is "Exposure to a counterparty is adversely correlated with the value of collateral posted by that counterparty ", wondering why the setting for the example down below is government bond posted by the counterparty to the bank instead of the other way round? When the interest rate rises, it seems that it's talking about the counterparty bearing the WW collateral with the bank's exposure to it increasing while the value of the collateral posted by the bank (bonds) also drop?
thank you! very useful and well explained.
Glad it was helpful! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a review here: trustpilot.com/review/analystprep.com