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[Currency Swaps] What is the standard mark-to-market period?

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    • Avatar of vincenttvincentt
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        • CFA Level 3
        21 Apr 2017 at 10:45 am
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        Is there a standard mark-to-market period for currency swaps that as a candidate should know like the ones for treasury bond (6 monthly) ?

      • Avatar of vincenttvincentt
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          • CFA Level 3
          22 Apr 2017 at 8:45 am
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          @shantala changes are on:
          morning Q4, Q20
          afternoon Q10, Q21, Q53

          It’s on the website, no emails were sent.

        • Avatar of Alta12Alta12
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            21 Apr 2017 at 11:01 am
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            @vincentt No standard as it is customised between two parties. In practice, quarterly.

          • Avatar of Alta12Alta12
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              21 Apr 2017 at 11:01 am
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              usually quarterly

            • Avatar of MockTurtleMockTurtle
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                22 Apr 2017 at 11:03 am
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                Thanks @vincentt.

              • Avatar of vincenttvincentt
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                  • CFA Level 3
                  22 Apr 2017 at 11:18 am
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                  no prob @shantala

                • Avatar of vincenttvincentt
                  Participant
                    • CFA Level 3
                    21 Apr 2017 at 11:13 am
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                    thanks @alta12 this was referring to a question in the official mock, as I couldn’t figure out why they have assumed it to be semiannually. Apparently, they made an error.


                    To those level 2 candidates, please login and check for the latest revised mock 2013 (including answers) as of 23rd of May.

                  • Avatar of MockTurtleMockTurtle
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                      22 Apr 2017 at 8:38 am
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                      Hi @vincentt, when did they send this message? I didn’t get any emails and now I won’t e able to print anything for this week. Can you just mention the session (AM or PM) and the problem number, so I’ll know to look out for it? Thanks.

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