NO.PZ2023091901000096
问题如下:
Credit risk analysts at an investment bank are
preparing a report on a company. After concluding their research, they estimate
a 60% probability that the company will have its credit rating downgraded
within one year by a major agency. If including in the report, which of the
following would be a violation of the GARP code of Conduct?
选项:
A.A discussion of a possible trade in the debt of two
competing firms that could potentially be acquired by the company
An analysis of trading in the company’s debt by its
major bondholders.
A statement that the company’s debt is almost certain
to be downgraded
A valuation matrix projecting several potential
valuations for the company’s debt based on potential credit ratings at the end
of one year
解释:
谢谢