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

oceanliuyang1988 · 2018年10月31日

问一道题:NO.PZ2016082406000065 [ FRM II ]

问题如下图:

选项:

A.

B.

C.

D.

解释:

您好;解析没懂。基础资产的风险不是转移了么?

1 个答案

品职答疑小助手雍 · 2018年10月31日

同学你好,你找公司A买CDS,但是还是存在underlying违约的时候A也违约的counterparty risk。

  • 1

    回答
  • 0

    关注
  • 349

    浏览
相关问题

When institution hsolexposure to another institution (i.e., purchaseprotection) in a C, it hexchangethe risk of fault on the unrlying asset for whiof the following? fault risk of the counterparty fault risk of a cret exposure intifiethe counterparty Joint risk of fault the counterparty anof the cret exposure intifiethe counterparty Joint risk of fault the counterparty anthe unrlying asset ANSWER: The protection buyer is exposeto the joint risk of fault the counterparty anunrlying cret. If only one faults, there is no cret risk. 您好,大概看了看之前朋友的提问以及解析,但还是觉得有问题。按照这题的问法,说的是一个公司卖C给另一个公司,它exchange的风险有哪些。 卖C保险的公司不是只承受cret exposure的风险吗?还是这道题问的有问题?它逗号后面的\"it\"指代的是C seller啊

2020-09-13 03:39 1 · 回答

When institution hsolexposure to another institution (i.e., purchaseprotection) in a C, it hexchangethe risk of fault on the unrlying asset for whiof the following? fault risk of the counterparty fault risk of a cret exposure intifiethe counterparty Joint risk of fault the counterparty anof the cret exposure intifiethe counterparty Joint risk of fault the counterparty anthe unrlying asset ANSWER: The protection buyer is exposeto the joint risk of fault the counterparty anunrlying cret. If only one faults, there is no cret risk. 您好,这道题C没有懂。为什么C不对呢?

2020-03-18 09:33 1 · 回答

When institution hsolexposure to another institution (i.e., purchaseprotection) in a C, it hexchangethe risk of fault on the unrlying asset for whiof the following? fault risk of the counterparty fault risk of a cret exposure intifiethe counterparty Joint risk of fault the counterparty anof the cret exposure intifiethe counterparty Joint risk of fault the counterparty anthe unrlying asset ANSWER: The protection buyer is exposeto the joint risk of fault the counterparty anunrlying cret. If only one faults, there is no cret risk. 前面问答里提到的C标的资产对手方,是指bonX;C对手方是指insurer么?

2020-02-24 20:38 1 · 回答

为什么不是A,unrlying的fault不是转移给counterparty了吗,需要承担的只是A会违约的counterparty risk?

2019-07-31 13:54 1 · 回答

     的unrlying asset违约指的是保险公司的违约吗?

2019-07-22 06:13 1 · 回答