Questions tagged [collateral]
Questions related to collateral, from impact on theoretical valuations to operational aspects of collateral posting.
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Pricing with collateral
I have been confused about many things concerning the princing of securities with collateral.
We can prove that today's price of a security( fully collateralized and within the same currency) is the ...
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Rationale for OIS discounting for collateralized derivatives?
Can someone explain to me the rationale for why the market may be moving towards OIS discounting for fully collateralized derivatives?
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