Replace Calculated Field into the Collateral Agreement and eSign it in minutes

Aug 6th, 2022
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How to Replace Calculated Field into the Collateral Agreement

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hello and welcome back for another video on power query im going to show you how you can replace values in a column and depending on the condition do a replacement and if the condition is not met do something else stay tuned the data set that were looking at is all kinds of restaurants and the data set contains a column that shows whether smoking is allowed for the exercise here we have learned that in the city of tomato malabas if i pronounce it correctly is not allowed to be smoking anymore so whereas it says yes sometimes were not going to want to see no everywhere so to check that the first check that one can do is of course the just for the easiest steps show which of these uh are going to be changed so i could write if state equals to multiples then were gonna change it and else were not going to change it just as a helper column condition true so for each condition that is met here were going to want to change this column here and were going to want to conditionally repla

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INTRODUCTION TO CALCULATING SA-CCR The replacement cost is a measure of the current netting set value (sum of all of the trades PV), taking into account potential collateral exchange, and is floored at zero.
PFE(margined) = multiplier(margined) * AddOn(margined), with multiplier(margined) = min(100%, 5% + 95% * exp( (CMV - VM - NICA) / (2* 95% * AddOn(margined)) ) ) from Art 278(3).
Replacement Cost (RC) C is the haircut value of net collateral held, where the haircut reflects the potential change in value of non-cash collateral over a 1-year time period.
Potential future exposure (PFE) is a common risk measure used by sell-side banks to manage counterparty credit risk. PFE measures the tail (near worst case) exposure to the counterparty at a future time point. Banks set limits to this tail exposure to cap the risk they face when a counterparty defaults.
EAD = (RC + PFE), where RC stands for Replacement Cost, PFE for Potential Future Exposure and the constant is set to 1.4. The replacement cost is a measure of the current netting set value (sum of all of the trades PV), taking into account potential collateral exchange, and is floored at zero.
Under the CEM, the EAD is calculated as the sum of the current market value of the instrument and a potential future exposure (PFE) add-on component that reflects the potential change in the instruments market value between the computation date and a future date on which the contract is replaced or closed out in the
PFE is a measure of counterparty risk/credit risk. It is calculated by evaluating existing trades done against the possible market prices in future during the lifetime of transactions. It can be called sensitivity of risk with respect to market prices.
The EAD is calculated based upon the Replacement Cost (RC) and the Potential Future Exposure (PFE) taking into account the volatility of the net derivative exposure: EAD = 1.4 x (RC + PFE).

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