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