Credit Risk Transfer Mechanisms是FRM考试的知识内容,在备考FRM考试中,考生需要对相关内容有所掌握!下文是对相关内容的介绍,一起了解一下!

The traditional approaches or mechanisms to mitigate credit risk:

Ø Purchasing insurance from a third-party guarantor or underwriter.>>>点击领取2021年FRM备考资料大礼包(戳我免·费领取)

Ø Netting of exposures to counterparties.

Ø Marking-to-market/margining

Ø Requiring collateral be posted

Ø Termination/Put option

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

Credit derivatives:

The introduction of novel credit derivatives

Ø credit default swaps (CDSs)

Ø collateralized debt obligations (CDOs)

Ø collateralized loan obligations (CLOs)

缓解信贷风险的传统方法或机制:

Ø 向第三方担保人或承保人购买保险。

Ø 对交易对手风险敞口的净额结算。

Ø 按市价计价/保 证金

Ø 要求张贴抵押品

Ø 终止/卖出期权

扫码咨询

Ø 在某种预先确定的触发条件下,将信贷风险重新分配给另一方。

信用衍生工具:【资料下载】FRM一级思维导图PDF版

新型信用衍生产品的引入

Ø 信用违约掉期(CDS)

Ø 债务抵押债券

Ø 抵押贷款债务(CLO)

FRM考试的知识点内容就分享这么多,学员如果还有更多的内容想要学习,可以在线咨询老师或者添加老师微信(rongyuejiaoyu)