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小太阳 · 2023年11月23日

increase

NO.PZ2023101601000072

问题如下:

You are the credit risk manager for a bank and are looking to mitigate counterparty credit risk exposure to ZTM, an A-rated firm. Currently your bank has the following derivatives contracts with ZTM:

With the information provided, what is the most appropriate credit risk mitigation technique in this case?

选项:

A.

Implement a netting scheme

B.

Use credit triggers.

C.

Sell credit default swaps on ABCD

D.

Increase collateral.

解释:

Increasing collateral would effectively reduce current credit exposure depending on the contract parameters, mainly minimum transfer amount and threshold.

老师您好,请问这是哪个知识点里面的内容呀?可以解释一下这道题嘛?谢谢老师

1 个答案

品职答疑小助手雍 · 2023年11月23日

同学你好,经典题讲义53页。我看你问的基本都是经典题里的原题内容,可以看一下经典题这部分的讲解~课上讲的肯定比我打字要细~

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