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?
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
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
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?
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
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