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

我们都爱吃锅巴 · 2019年05月04日

这题不是说了非自愿吗?问一道题:NO.PZ2019011002000021 [ CFA II ]

在美国,非自愿的也不算重组吗?问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

吴昊_品职助教 · 2019年05月04日

是的,在美国不算。

重组被视为信用事件需要由债权人强制公司(forced on the borrower),即公司被动地执行(involuntarily)。虽然重组在欧洲可以算作是信用事件,但是需要注意的是在美国重组不能算作信用事件。因此本题的notional保持不变。

  • 1

    回答
  • 3

    关注
  • 679

    浏览
相关问题

NO.PZ2019011002000021问题如下 Foolivery is a US company. The bon issuethis company are incluin the on-the-run C high yiel(HY) inx. TXT, a rivatives trang company sol$200 million of protection on this C inx anthe inx contains 100 entities. Recently, Foolivery is forceits cretors to involuntarily restructure on its bt, ana result, all outstanng principobligations will rece50%. Accorng to the information above, following Foolivery restructuring, the C HY notionwill closest to: 200 million 198 million 194 million A is correct.考点对C inx的理解,以及对Restructuring的理解解析C inx里面每一个成份都是等权重的,当某家公司发生Cret events之后,该公司就按照比例从该Inx去除,inx的Notionprincipal也按照比例下降。所以关键就是要确定该公司的Restructuring能否算作Cret event。Restructuring要算作Cret event需要满足两点,第一是由债权人强制公司 ( Forceon the borrower ),即公司被动地执行 ( involuntarily )。本题信息满足这两点,但是需要注意在美国Restructuring不能算作Cret event,而在欧洲Restructuring算作Cret event。因此本题的C HY notional不变。美国重组不是算在破产里面的吗?只有破产才会发生强制重组。这道题说强制重组那说明公司破产了咯?那既然破产了,难道不算发生信用事件吗?

2024-06-03 18:13 2 · 回答

NO.PZ2019011002000021 问题如下 Foolivery is a US company. The bon issuethis company are incluin the on-the-run C high yiel(HY) inx. TXT, a rivatives trang company sol$200 million of protection on this C inx anthe inx contains 100 entities. Recently, Foolivery is forceits cretors to involuntarily restructure on its bt, ana result, all outstanng principobligations will rece50%. Accorng to the information above, following Foolivery restructuring, the C HY notionwill closest to: 200 million 198 million 194 million A is correct.考点对C inx的理解,以及对Restructuring的理解解析C inx里面每一个成份都是等权重的,当某家公司发生Cret events之后,该公司就按照比例从该Inx去除,inx的Notionprincipal也按照比例下降。所以关键就是要确定该公司的Restructuring能否算作Cret event。Restructuring要算作Cret event需要满足两点,第一是由债权人强制公司 ( Forceon the borrower ),即公司被动地执行 ( involuntarily )。本题信息满足这两点,但是需要注意在美国Restructuring不能算作Cret event,而在欧洲Restructuring算作Cret event。因此本题的C HY notional不变。 Foolivery is a US company. The bon issuethis company are incluin the on-the-run C high yiel(HY) inx. TXT, a rivatives trang company sol$200 million of protection on this C inx anthe inx contains 100 entities. Recently, Foolivery is forceits cretors to involuntarily restructure on its bt, ana result, all outstanng principobligations will rece50%.Accorng to the information above, following Foolivery restructuring, the C HY notionwill closest to:老师您好,请问下这题sol$200 million of protection on this C inx anthe inx contains 100 entities,有个问题不是太懂,就是这个200 million是FOO家公司支付的保费吗?还有就是这题这个我和那个赔付的金额有点混在一起,请问这个赔付的金额是200/100*0.5吗?

2023-04-21 17:06 1 · 回答

NO.PZ2019011002000021 问题如下 Foolivery is a US company. The bon issuethis company are incluin the on-the-run C high yiel(HY) inx. TXT, a rivatives trang company sol$200 million of protection on this C inx anthe inx contains 100 entities. Recently, Foolivery is forceits cretors to involuntarily restructure on its bt, ana result, all outstanng principobligations will rece50%. Accorng to the information above, following Foolivery restructuring, the C HY notionwill closest to: 200 million 198 million 194 million A is correct.考点对C inx的理解,以及对Restructuring的理解解析C inx里面每一个成份都是等权重的,当某家公司发生Cret events之后,该公司就按照比例从该Inx去除,inx的Notionprincipal也按照比例下降。所以关键就是要确定该公司的Restructuring能否算作Cret event。Restructuring要算作Cret event需要满足两点,第一是由债权人强制公司 ( Forceon the borrower ),即公司被动地执行 ( involuntarily )。本题信息满足这两点,但是需要注意在美国Restructuring不能算作Cret event,而在欧洲Restructuring算作Cret event。因此本题的C HY notional不变。 答案是不是198?

2023-02-02 16:41 1 · 回答

请问是不是不管自愿还是非自愿的重组在US都不算信用事件,而只要是重组,不管自愿非自愿在欧洲都是信用事件?

2020-11-27 07:35 1 · 回答

Restructuring要算作Cret event需要满足两点,第一是由债权人强制公司 ( Forceon the borrower ),即公司被动地执行 ( involuntarily )答案只说了一点,还有另一点呢?

2020-07-25 20:53 1 · 回答