Hi guys, Welcome to the Advanced Video Search Engine, and you are watching Swaps (FRM Part 1 2023 – Book 3 – Chapter 10). That video is uploaded by AnalystPrep at 2019-09-10T13:26:34-07:00. We are promoting this video only for entertainment and educational purpose only. So, I hope you like & enjoy it. [szjMpRVcse8]
| Name | Swaps (FRM Part 1 2023 – Book 3 – Chapter 10) |
| Video Uploader | Video From AnalystPrep |
| Upload Date | This Video Uploaded At 10-09-2019 20:26:34 |
| Video Discription | For FRM (Part I & Part II) video lessons, study notes, question banks, mock exams, and formula sheets covering all chapters of the FRM syllabus, click on the following link: https://analystprep.com/shop/unlimited-package-for-frm-part-i-part-ii/ *AnalystPrep is a GARP-Approved Exam Preparation Provider for FRM Exams* After completing this reading, you should be able to: - Explain the mechanics of a plain vanilla interest rate swap and compute its cash flows. - Explain how a plain vanilla interest rate swap can be used to transform an asset or a liability and calculate the resulting cash flows. - Explain the role of financial intermediaries in the swaps market. - Describe the role of the confirmation in a swap transaction. - Describe the comparative advantage argument for the existence of interest rate swaps and evaluate some of the criticisms of this argument. - Explain how the discount rates in a plain vanilla interest rate swap are computed. - Calculate the value of a plain vanilla interest rate swap based on two simultaneous bond positions. - Calculate the value of a plain vanilla interest rate swap from a sequence of forward rate agreements (FRAs). - Explain the mechanics of a currency swap and compute its cash flows. - Explain how a currency swap can be used to transform an asset or liability and calculate the resulting cash flows. - Calculate the value of a currency swap based on two simultaneous bond positions. - Calculate the value of a currency swap based on a sequence of FRAs. - Describe the credit risk exposure in a swap position. - Identify and describe other types of swaps, including commodity, volatility, and exotic swaps. szjMpRVcse8 |
| Category | Education |
| Tags | frm | frm part 1 | swaps | financial risk manager | plain vanilla interest rate swap | swap dealer | currency swap | credit risk exposure | commodity swap |
