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ruby5ltc · 2023年06月20日

固定收益第五章

* 问题详情,请 查看题干

NO.PZ201712110200000507

问题如下:

Based on the three economic outlook statements, a profitable long/short trade would be to:

选项:

A.

sell protection using a Canadian CDX IG and buy protection using a US CDX IG.

B.

buy protection using an iTraxx Crossover and sell protection using an iTraxx Main.

C.

buy protection using an electric car CDS and sell protection using a traditional car CDS.

解释:

B is correct.

Based on Outlook 1, Chan and Smith anticipate that Europe’s economy will weaken. In order to profit from this forecast, one would buy protection using a high-yield CDS index (e.g., iTraxx Crossover) and sell protection using an investment-grade CDS index (e.g., iTraxx Main).

iTraxx Crossover iTraxx Main在题目中哪里提到了好债券还是差债券

1 个答案

pzqa015 · 2023年06月22日

嗨,从没放弃的小努力你好:


何老师课上讲过,算是常识吧,iTraxx Crossover是指HY bond的CDS index;i Traxx Main是IG bond 的CDS index.

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努力的时光都是限量版,加油!