NO.PZ2024042601000105
问题如下:
Which of the following activities or transactions would most likely result in right-way risk with counterparty?
选项:
A.Purchasing a put option from an A-rated company on that company's stock
B.Entering Into a forward contract to buy West Texas Intermediate (WTI) crude oil from an airline company at a fixed price
C.Entering into a forward contract to buy WTI crude oil from a large oil producer at a fixed price.
D.Selling a put option to an A-rated company on that company's stock
解释:
right way 是 pd和EAD负相关吗,PD变小,EAD变大?
油价上涨,买方CVA增加,但卖方违约率不变???