NO.PZ2020033002000047
问题如下:
A variety of factors are used in determining the credit risk amount in derivatives transactions, which of the following factors are rarely used?
选项:
A.
Notional principal
B.
Current exposure
C.
Potential exposure
D.
Peak exposure
解释:
A is correct.
考点:Credit exposure
解析:
本金是包含在exposure下的,而且利率互换中也会有不包含本金的现象
能否请老师详细解释一下,还有为什么提到了IRS,题目中也没说就是指IRS呀?