问题如下图:
选项:
A.
B.
C.
D.
解释:
老师你好,这道题的第一个表述不太理解,是每交易日数次和每交易日一次是一样的吗?
NO.PZ2019052801000100 问题如下 Baseon previous Cfailures, the lessons we clearn are:I. Variation margins shoulrecalculateancollecteevery trang y, especially in extreme circumstance.II. Clearing members' unintenconcentration in positions shoulnot penalizeCCPs. A.Only statement I is correct. B.Only statement II is correct. C.Neither statement is correct. Both statements are correct. C is correct.考点risks faceCCPs解析在极端情况下, variation margins应该增加到每交易日数次,每交易日一次仍可能产生风险, statement I 错。CCP应当严格监管交易头寸,不论是成员有意还是无意的集中头寸,都应该受到惩处,statement II 错。 第一个题没有说在极端情况下会放松,只是说需要每日结算,尤其是极端情况。
NO.PZ2019052801000100 问题如下 Baseon previous Cfailures, the lessons we clearn are:I. Variation margins shoulrecalculateancollecteevery trang y, especially in extreme circumstance.II. Clearing members' unintenconcentration in positions shoulnot penalizeCCPs. A.Only statement I is correct. B.Only statement II is correct. C.Neither statement is correct. Both statements are correct. C is correct.考点risks faceCCPs解析在极端情况下, variation margins应该增加到每交易日数次,每交易日一次仍可能产生风险, statement I 错。CCP应当严格监管交易头寸,不论是成员有意还是无意的集中头寸,都应该受到惩处,statement II 错。 I. Variation margins shoulrecalculateancollecteevery trang y, especially in extreme circumstance.对应基础班讲义哪部分?谢谢老师。
NO.PZ2019052801000100 CCP应当严格监管交易头寸,不论是成员有意还是无意的集中头寸,都应该受到惩处。是什么原因呢?所谓的集中头寸是指单笔交易过大?还是仓位全部都集中一个标的,去炒作价格? 这一条在哪里提过呢,复习讲义时,也没找到。
没有说每日次数吧,只说了每日一次呀?