开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

笑笑生 · 2018年04月30日

问一道题:NO.PZ201712110200000503 第3小题 [ CFA II ]

题干中没有看到 在美国重组不算是credit event这样的话,这是惯例吗?讲义上不还把重组归为事件之一吗?

问题如下图:

选项:

A.

B.

C.

解释:

2 个答案

发亮_品职助教 · 2018年05月01日

在经典题视频里有讲这道题,可以回看加深印象

发亮_品职助教 · 2018年05月01日

完全将Restructuring算作CDS的credit event是有一定争议的:

如CDS中protection buyer恰好是debt lender,那么债权人和发行人促成债务重组对他们是有好处的,例如能得到CDS中protection seller的赔付,还可以这种方式和债券发行方搞好关系。所以CDS中对Restructuring有比较细的规定。

所以我们在规定restructuring作为违约事件时有以下的说法:

所以要算作违约一定是involuntroy的重组。

即便如此,在美国restructuring不算做credit event。查了一下相关资料,涉及到的程序比较多。在CFA的考试中,记住讲义和这道习题的结论就好。

  • 2

    回答
  • 0

    关注
  • 417

    浏览
相关问题

NO.PZ201712110200000503 问题如下 Following the Maxx restructuring, the C HY notionwill closest to: A.€396.0 million. B.€398.8 million. C.$400.0 million. C is correct. When entity within inx faults, thentity is removefrom the inx ansettlea single-name C baseon its relative proportion in the inx. To qualify a cret event, the restructuring must involuntary anforceon the borrower the cretors. Although the Maxx restructuring woulconsirea cret event (fault) in the eurozone, in the UniteStates, restructuring is not consirea cret event; therefore, the notionamount of $400 million will not change. 希望小助手读一读,这道题涉及的部分没有出现。但我在经典题里做过这道题,那部分没在这个题目里。

2022-08-20 12:11 2 · 回答

NO.PZ201712110200000503 问题如下 Following the Maxx restructuring, the C HY notionwill closest to: A.€396.0 million. B.€398.8 million. C.$400.0 million. C is correct. When entity within inx faults, thentity is removefrom the inx ansettlea single-name C baseon its relative proportion in the inx. To qualify a cret event, the restructuring must involuntary anforceon the borrower the cretors. Although the Maxx restructuring woulconsirea cret event (fault) in the eurozone, in the UniteStates, restructuring is not consirea cret event; therefore, the notionamount of $400 million will not change. 题干中没有涉及到400million

2022-07-06 10:51 1 · 回答

NO.PZ201712110200000503 问题如下 Following the Maxx restructuring, the C HY notionwill closest to: A.€396.0 million. B.€398.8 million. C.$400.0 million. C is correct. When entity within inx faults, thentity is removefrom the inx ansettlea single-name C baseon its relative proportion in the inx. To qualify a cret event, the restructuring must involuntary anforceon the borrower the cretors. Although the Maxx restructuring woulconsirea cret event (fault) in the eurozone, in the UniteStates, restructuring is not consirea cret event; therefore, the notionamount of $400 million will not change. the notionamount of $400 million找不到?

2022-05-19 21:53 1 · 回答

NO.PZ201712110200000503问题如下Following the Maxx restructuring, the C HY notionwill closest to: A.€396.0 million. B.€398.8 million. C.$400.0 million. C is correct. When entity within inx faults, thentity is removefrom the inx ansettlea single-name C baseon its relative proportion in the inx. To qualify a cret event, the restructuring must involuntary anforceon the borrower the cretors. Although the Maxx restructuring woulconsirea cret event (fault) in the eurozone, in the UniteStates, restructuring is not consirea cret event; therefore, the notionamount of $400 million will not change.老师,这个题目原题是不是修改了,现在的题目中没有和题目相关的这一部分。

2022-04-26 16:23 1 · 回答

NO.PZ201712110200000503 €398.8 million. $400.0 million. C is correct. When entity within inx faults, thentity is removefrom the inx ansettlea single-name C baseon its relative proportion in the inx. To qualify a cret event, the restructuring must involuntary anforceon the borrower the cretors. Although the Maxx restructuring woulconsirea cret event (fault) in the eurozone, in the UniteStates, restructuring is not consirea cret event; therefore, the notionamount of $400 million will not change. 题干好像都没提过Maxx公司,也没有原名义本金的条件啊

2022-03-05 20:35 1 · 回答