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NO.PZ2024042601000076

问题如下：

Sacks Bank has many open derivative positions with Lake Investments. A description and current market values are displayed in the table below:

In the event that Lake defaults, what would be the loss to Sacks if netting is used?

选项：

USD 5 million

USD 10 million

USD 25 million

USD 35 million

解释：

Netting means that the payments between the two counterparties are netted out, so that only a net payment has to be made. With netting, Sacks is not required to make the payout of 25 million. Hence the loss will be reduced to: 35 million -25 million = 10 million

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pzqa27 · 2024年07月01日

嗨，从没放弃的小努力你好：

现在有2个银行，分别是S和L，然后S对L的头寸给到了我们，在题目中的表格里有。

这个题问我们如果进行netting后，L违约时S的损失是多少，那我们先netting下看看，发现10-25+25=10，也就是S对L净赚10m，所以当L违约时，S损失是10m.

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NO.PZ2024042601000076问题如下 Sacks Bank hmany open rivative positions with Lake Investments. A scription ancurrent market values are splayein the table below: In the event thLake faults, whwoulthe loss to Sacks if netting is use A.US5 millionB.US10 millionC.US25 millionUS35 million Netting means ththe payments between the two counterparties are netteout, so thonly a net payment hto ma. With netting, Sacks is not requireto make the payout of 25 million. Henthe loss will receto: 35 million -25 million = 10 million 怎么理解哪个值是损失哪个值是收益表格的-25不应该是损失的意思吗

2024-10-21 20:42 1 · 回答

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