NO.PZ2024042601000077
问题如下:
1.1 The exhibit below presents a summary of bilateral mark-to-market (MtM) trades for four counterparties. If netting agreements exist between all pairs of counterparties shown, what is the correct order of net exposure per counterparty, from lowest to highest? (Practice Exam)
选项:
A.A – C – B – D
B.A – D – C – B
C.D – B – C – A
D.B – C – D – A
解释:
The properly netted amounts are: For A: B = $0, C = $5, D = $0, for a sum of $5. For B: A = $0, C = $0, D = $8, for a sum of $8. For C: A = $0, B = $5, D = $1, for a sum of $6. For D: A = $9, B = $0, C = $0, for a sum of $9.
麻烦画图讲一下