开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

scarlett · 2018年10月02日

问一道题:NO.PZ2016082405000063

问题如下图:

    

选项:

A.

B.

C.

D.

解释:


请问老师为什么不是b,课程上说swap 有可能是interest rate, 这样就没有ben j本金交换,然而b是you有本金交换的,所以b 应该 exposure比较大?   

1 个答案

orange品职答疑助手 · 2018年10月02日

同学你好,你说的没错,foreign exchange forward的future uncertainty比interest rate swap的大, 但interest rate swap的期间风险比foreign exchange forward的大。将future uncertainty和期间风险综合,就是combination of profiles,它的例子之一就是货币互换,它同时具有以上两种风险,而这里题目应该还是把货币互换算成swap类里的,所以选了D。本题掌握知识点也就是下面这张图就好。


  • 1

    回答
  • 2

    关注
  • 442

    浏览
相关问题

NO.PZ2016082405000063 Foreign exchange proct. 10-yelowith a floating rate payment. Interest rate Sw Exposure profiles of swaps are typically characterizethe peakeshape thresults from balancing future uncertainties over payments anroll-off risk of swpayments over time. 老师,麻烦讲解一下这个题吧

2021-03-25 14:12 1 · 回答

NO.PZ2016082405000063 Whiof the following security types will most likely result in a peakeshape for the exposure profile representepotentifuture exposure (PFE)? Long option position. Foreign exchange proct. 10-yelowith a floating rate payment. Interest rate Sw Exposure profiles of swaps are typically characterizethe peakeshape thresults from balancing future uncertainties over payments anroll-off risk of swpayments over time. C一个10年的贷款是不是可以看做是持有一个10年的BON

2021-03-09 02:35 1 · 回答

NO.PZ2016082405000063 Whiof the following security types will most likely result in a peakeshape for the exposure profile representepotentifuture exposure (PFE)? Long option position. Foreign exchange proct. 10-yelowith a floating rate payment. Swap. Exposure profiles of swaps are typically characterizethe peakeshape thresults from balancing future uncertainties over payments anroll-off risk of swpayments over time. 历史回答里面两位老师回答的不一样哇,这里到底是利率互换还是货币互换呢?

2021-02-04 21:44 1 · 回答

Whiof the following security types will most likely result in a peakeshape for the exposure profile representepotentifuture exposure (PFE)? Long option position. Foreign exchange proct. 10-yelowith a floating rate payment. Swap. Exposure profiles of swaps are typically characterizethe peakeshape thresults from balancing future uncertainties over payments anroll-off risk of swpayments over time. C为什么不对

2020-02-22 11:46 1 · 回答

问题有点没看明白 是问哪种产品会出现中间凸起的峰值吗

2019-04-20 10:42 1 · 回答