Credit Risk Transfer Mechanisms是FRM考試的知識內(nèi)容,在備考FRM考試中,考生需要對相關(guān)內(nèi)容有所掌握!下文是對相關(guān)內(nèi)容的介紹,一起了解一下!

The traditional approaches or mechanisms to mitigate credit risk:

? Purchasing insurance from a third-party guarantor or underwriter.>>>點擊領(lǐng)取2021年FRM備考資料大禮包(戳我免·費領(lǐng)?。?/span>

? Netting of exposures to counterparties.

? Marking-to-market/margining

? Requiring collateral be posted

? Termination/Put option

? Reassignment of a credit exposure to another party in the event of some predefined trigger.

Credit derivatives:

The introduction of novel credit derivatives

? credit default swaps (CDSs)

? collateralized debt obligations (CDOs)

? collateralized loan obligations (CLOs)

緩解信貸風(fēng)險的傳統(tǒng)方法或機(jī)制:

? 向第三方擔(dān)保人或承保人購買保險。

? 對交易對手風(fēng)險敞口的凈額結(jié)算。

? 按市價計價/保 證金

? 要求張貼抵押品

? 終止/賣出期權(quán)

掃碼咨詢

? 在某種預(yù)先確定的觸發(fā)條件下,將信貸風(fēng)險重新分配給另一方。

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新型信用衍生產(chǎn)品的引入

? 信用違約掉期(CDS)

? 債務(wù)抵押債券

? 抵押貸款債務(wù)(CLO)

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