Log in to view the two-part FICC Loss Allocation Overview video series to obtain a better understanding of FICC's Loss Allocation practices and how they would be applied in the event of (hypothetical) single-or-multiple-participant default or non-default loss events.
In FICC Loss Allocation Overview - Part 1, we discuss:
- Loss Allocation (Waterfall)
- Look Back Period and Pro Rata Share Loss Allocation Calculation
- 10 Business Day Event Period
- Loss Allocation Rounds and Loss Allocation Caps
- Member Withdrawal Process
Click to view the 9 minute FICC Loss Allocation Overview - Part 1 video.
Continue your journey with FICC Loss Allocation Overview - Part 2 where you explore how to apply the concepts that you learned in Part 1. In Part 2, we reveiw hypethetical examples for the single-member and multiple-member default events:
- Look Back Period and Pro Rata Share Loss Allocation Calculation
- 10 Business Day Event Period
- Loss Allocation Rounds and Loss Allocation Caps
- Member Withdrawal Process
Click to view the 12 minute FICC Loss Allocation Overview - Part 2 video.