CFA CFA Level 2 [Currency Swaps] What is the standard mark-to-market period?

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

  • This topic has 7 replies, 3 voices, and was last updated Apr-17 by vincentt.
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    • vincentt
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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) ?

    • Alta12
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      @vincentt No standard as it is customised between two parties. In practice, quarterly.

    • Alta12
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      usually quarterly

    • vincentt
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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.

    • MockTurtle
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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.

    • vincentt
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      @shantala changes are on:
      morning Q4, Q20
      afternoon Q10, Q21, Q53

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

    • MockTurtle
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      Thanks @vincentt.

    • vincentt
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      no prob @shantala

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