CFA论坛 - Powered by Discuz! Board

标题: Derivatives Essay question [打印本页]

作者: AnalystForum 时间: 2011-7-13 13:21 标题: Derivatives Essay question

I don't whether CFAI would like to go this obscure. But atleast did not want to get blindsighted

How do you Manage market Risk vs. Credit Risk. Give 3 methods for each

作者: Windjam 时间: 2011-7-13 13:21

Market risk managed by:
a) Futures
b) Forwards
c) Swaps

Credit Risk managed by:
a) binary options
b) credit spread forwards
c) credit default swaps.

作者: Windjammer 时间: 2011-7-13 13:21

Managing Market Risk
- position limits
- liquidity limits
- performance stop outs
- fund allocation optimally
- risk factor limits

Managing Credit Risk
- limiting exposure to single party
- marking to market
- collateral
- netting
- setting credit standards
- transfering credit risk through derivatives

欢迎光临 CFA论坛 (http://forum.theanalystspace.com/)