问题如下:
Assume the following current MtM values for five different transactions for Entity ABC: +5, -4, +2, +3, and -6. What is the total exposure with and without netting, respectively?
选项: 0, 10.
20, 10.
C.10, 0.
D.10, 20.
解释:
A The total exposure with netting is 0 (5 - 4 + 2 + 3 - 6 = 0), and the total exposure without
netting is 10 (5 + 2 + 3 = 10).
without netting 为什么不是20。比如,分别持有10股股票多头和10股股票空头,那么总敞口without netting不应该是20吗?