问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
您好，请问本题可否理解为，只要合约可能给我带来收益，我就会面临交易对手违约风险。而卖掉一个权利，我只收期权费。
NO.PZ2016082406000043 CapitBank is concerneabout its counterparty cret exposure to City Bank. Whiof the following tras CapitBank woulincrease its cret exposure to City Bank? I. Buying a put option from City Bank II. Selling a call option to City Bank III. Selling a forwarcontrato City Bank IV. Buying a seconry logranteto Sunny Infrom City Bank I anII only I anIII only II anIII only I, III, anIV only ANSWER: B Buying option or entering a forwarcontracreates cret exposure because both contracts coulmove in-the-money. Selling option, in contrast, es not create exposure. Buying a locreates exposure to Sunny, not City Bank. 是否可以把Buying a loan可以理解为，接手别的银行放的一笔贷款，你成为放款方。
还是不理解IV
这个题目问的是CAPITBANK的什么行为会增加CITY BANK的xiny信用风险吧？那么B sell a call to city bank，那么对于city bank来说就是 long call，long call不就是会增加xin信用风险么？
老师好，请问 如果I 改成 Buying a put option ”on loto City Bank“, 是不就一种降低cret exposure 的方法了？
能否再仔细一下
