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 · 2020年05月09日

问一道题:NO.PZ2016082405000079

问题如下:

How many of the following statements regarding counterparty risk are correct?

I.       Speculation in normal-functioning derivatives markets automatically produces RWR.

II.     RWR has been the center of attention in historical context, whereas   has not been paid much relative attention.

III.    The counterparty default probability does not enter into the equation for estimating the overall counterparty risk.

IV.    Unlike exposure to OTC derivatives, which is normally assumed to be a fixed amount for a specified time period, exposure to bank loans fluctuates depending on market conditions.

选项:

A.

None.

B.

All.

C.

Two.

D.

Three.

解释:

A Hedging, and not speculation, in normal functioning markets automatically produces RWR. Historically, RWR was relatively neglected by institutions for planning purposes. The counterparty default probability is one of the key elements in estimating overall counterparty risk. OTC exposures fluctuate based on market conditions.

、可以解释一下II、III两个选项吗

1 个答案

小刘_品职助教 · 2020年05月10日

同学你好~

之前老师回答你了哈~~

  • 1

    回答
  • 0

    关注
  • 342

    浏览
相关问题

How many of the following statements regarng counterparty risk are correct? I.       Speculation in normal-functioning rivatives markets automatically proces RWR. II.     RWR hbeen the center of attention in historiccontext, whereas   hnot been paimurelative attention. III.    The counterparty fault probability es not enter into the equation for estimating the overall counterparty risk. IV.    Unlike exposure to OTC rivatives, whiis normally assumeto a fixeamount for a specifietime perio exposure to bank loans fluctuates penng on market contions. None. All. Two. Three. A Heing, annot speculation, in normfunctioning markets automatically proces RWR. Historically, RWR wrelatively neglecteinstitutions for planning purposes. The counterparty fault probability is one of the key elements in estimating overall counterparty risk. OTC exposures fluctuate baseon market contions. 请问哈RWR是什么意思呢

2020-09-05 17:39 1 · 回答

How many of the following statements regarng counterparty risk are correct? I.       Speculation in normal-functioning rivatives markets automatically proces RWR. II.     RWR hbeen the center of attention in historiccontext, whereas   hnot been paimurelative attention. III.    The counterparty fault probability es not enter into the equation for estimating the overall counterparty risk. IV.    Unlike exposure to OTC rivatives, whiis normally assumeto a fixeamount for a specifietime perio exposure to bank loans fluctuates penng on market contions. None. All. Two. Three. A Heing, annot speculation, in normfunctioning markets automatically proces RWR. Historically, RWR wrelatively neglecteinstitutions for planning purposes. The counterparty fault probability is one of the key elements in estimating overall counterparty risk. OTC exposures fluctuate baseon market contions. 、可以一下II、III两个吗

2020-05-09 19:28 1 · 回答

第四个为什么错    

2019-08-26 21:25 1 · 回答

     可以一下第二句和第三句吗?

2019-08-13 17:12 1 · 回答