Question
In an interest rate swap, what would be a typical range (order of magnitude) for the exposure (the amount that could be lost in case
In an interest rate swap, what would be a typical range (order of magnitude) for the exposure (the amount that could be lost in case of a default of the counterparty) in percent of the principal? Why?
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Interest Rate Swap Exposure 1 Definition Exposure in an interest rate swap refers to the potential loss that a party could incur if the counterparty d...
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
