标题: FRA credit risk [打印本页]

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作者: brain_wash_your    时间: 2011-7-11 19:20     标题: FRA credit risk

Is FRA credit risk calculation optional in L3 curriculum?

Effective Loan Rate = FRA Rate + Loan Spread?

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作者: lcw77    时间: 2011-7-11 19:20

i haven`t seen FRA but SWAP risk is defintiely in.

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