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yanan · 2024年10月06日

其他三个图正确的图形

NO.PZ2024042601000073

问题如下:

Which of the following graphs is an accurate representation of a typical potential future exposure (PFE) profile for the corresponding instrument?

选项:

A.


B.


C.


D.


解释:

The risk of cross-currency swaps is driven by a large final payoff, and thus the profile increases monotonically until the maturity of the trade. The FX risk of the notional exchange dominates the small contribution due to interest rate exposure.

请画一下其他三个图片正确的图形和解释

1 个答案

pzqa27 · 2024年10月08日

嗨,爱思考的PZer你好:


这个好像回答过了,请参考上一个回答。

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