问题如下图:这个题目问的是CAPITAL BANK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?
选项:
A.
B.
C.
D.
解释:
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
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