问题如下图:
选项:
A.
B.
C.
解释:这里是通过反向操作获利吗?为什么CDS的标的不同呢,一个是投资级一个是投机级,我能够理解,当Italy经济变差时,信用风险会变大,CDS的buyer会获利,但是为什么要一买一卖?
NO.PZ201712110200000507 问题如下 Baseon the three economic outlook statements, a profitable long/short tra woulto: A.sell protection using a CanaC IG anbuy protection using a US C IG. B.buy protection using iTraxx Crossover ansell protection using iTraxx Main. C.buy protection using electric cC ansell protection using a trationcC. B is correct.Baseon Outlook 1, ChanSmith anticipate thEurope’s economy will weaken. In orr to profit from this forecast, one woulbuy protection using a high-yielC inx (e.g., iTraxx Crossover) ansell protection using investment-gra C inx (e.g., iTraxx Main). long bon卖保险没有理解这个逻辑
NO.PZ201712110200000507 问题如下 Baseon the three economic outlook statements, a profitable long/short tra woulto: A.sell protection using a CanaC IG anbuy protection using a US C IG. B.buy protection using iTraxx Crossover ansell protection using iTraxx Main. C.buy protection using electric cC ansell protection using a trationcC. B is correct.Baseon Outlook 1, ChanSmith anticipate thEurope’s economy will weaken. In orr to profit from this forecast, one woulbuy protection using a high-yielC inx (e.g., iTraxx Crossover) ansell protection using investment-gra C inx (e.g., iTraxx Main). iTraxx Crossover iTraxx Main在题目中哪里提到了好债券还是差债券
NO.PZ201712110200000507 老师,没太理解这里的long short如何带来收益 A,按解析是错误的,那正确的应该是short CanaC, long US C. 我理解的是,Cana经济相对US更差,那CanaC的sprea该更大,那如果买C就需要pay更多的钱,相对卖US的C只能receive更少的钱。 这样的long/short如何带来收益呢?
NO.PZ201712110200000507 所以考试中c出现short和long 全都相应理解为short 为买保险,long为卖保险?
请问老师这个main和cross的概念在讲义中哪页呢?我怎么一点印象都没有。。