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游游 · 2024年05月05日

这题目啥意思

NO.PZ2023040401000010

问题如下:

Forward commitments subject to default are:

选项:

A.

forwards and futures.

B.

futures and interest rate swaps.

C.

interest rate swaps and forwards.

解释:

C is correct. Interest rate swaps and forwards are over-the-counter contracts that are privately negotiated and are both subject to default. Futures contracts are traded on an exchange, which provides a credit guarantee and protection against default.

A is incorrect because futures are exchange-traded contracts which provide daily settlement of gains and losses and a credit guarantee by the exchange through its clearinghouse. B is incorrect because futures are exchange-traded contracts which provide daily settlement of gains and losses and a credit guarantee by the exchange through its clearinghouse.

没看明白问的是什么,请解释一下三个选项

1 个答案
已采纳答案

李坏_品职助教 · 2024年05月05日

嗨,爱思考的PZer你好:


题目问你,有可能出现违约风险的commitment衍生品合约是哪些?


首先,commitment指的是远期(forward)、期货(futures)或者互换(swap)这三种。其中,futures是场内交易,是不存在违约风险的。

而forward和swap由于不在交易所场内,是交易者相互之间私下的协议,所以存在违约风险。

所以本题选C,C说的就是swap和forwards。


A和B都包含futures,futures是不存在违约风险的。所以不选AB。

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