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12345678wdv · 2024年11月06日

回购合约需要交margin 吗,这个是在哪里提到的

NO.PZ2020042003000024

问题如下:

Which of the following statement about repurchase agreements is NOT correct?

选项:

A.

Repurchase agreements or repos are matched pairs of the spot sale and forward repurchase of a security.

B.

The forward repurchase price of the security is determined at the end of the agreement.

C.

Repo investments pay a short-term rate without sacrificing much liquidity or incurring significant default risk.

D.

In some cases, the repo agreements may also request a margin call from borrowers. When collateral declines in value, additional collateral is needed, when market outperforms, excess collateral can be withdrawn.

解释:

考点:对Repurchase Agreements的理解

答案:选项B描述错误,本题选B

解析:

B选项错误,在Repos中,未来的Repurchase price在期初就已约定好:Both the spot

and forward price are agreed now, and the difference between them implies an interest rate.

如题

1 个答案
已采纳答案

李坏_品职助教 · 2024年11月06日

嗨,努力学习的PZer你好:


repo的确需要保证金。一般是以高质量的国债充当质押物作为保证金。如果质押物(collateral)价值下降了,那么borrower需要满足margin call,补充质押物作为新的保证金。

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