Which SWIFT message should be used to advise the netting position of a currency resulting from FX, NDF, options and other trades?
Under Basel rules, what is the meaning of LGD?
You are entering into a swap as a fixed rate receiver with Party A and into an offsetting position with party B. All other things being equal, which of the scenarios below will lead to the greatest increase in the sum of the Credit Value Adjustments for A and B?
You are quoted the following market rates:
Spot EUR/USD 1.3010
6M (181-day) EUR 0.30%
6M (181-day) USD 0.50%
What is 6-month EUR/USD?