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LHY · 2020年08月15日

问一道题:NO.PZ2020042003000024 [ FRM II ]

问题如下:

Which of the following statement aboutrepurchase agreements is NOT correct?

选项:

A.

Repurchase agreements or repos are matchedpairs of the spot sale and forward repurchase of a security.

B.

The forward repurchase price of the securityis determined at the end of the agreement.

C.

Repo investments pay a short-term rate withoutsacrificing much liquidity or incurring significant default risk.

D.

In some cases, the repo agreements may alsorequest a margin call from borrowers. When collateral declines in value,additional collateral is needed, when market outperforms, excess collateral canbe withdrawn.

解释:

考点:对Repurchase Agreements的理解

答案:选项B描述错误,本题选B

解析:

B选项错误,在Repos中,未来的Repurchase price在期初就已约定好:Both the spot

and forward price are agreed now, and the difference between them implies aninterest rate.

Repurchase agreement 和 Repos 不是一个东西吗?

1 个答案

小刘_品职助教 · 2020年08月16日

同学你好,

Repurchase agreement 和 Repos 是一个东西呀。

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NO.PZ2020042003000024 问题如下 Whiof the following statement aboutrepurchase agreements is NOT correct? Repurchase agreements or repos are matcheairs of the spot sale anforwarrepurchase of a security. The forwarrepurchase priof the securityis terminethe enof the agreement. Repo investments pa short-term rate withoutsacrificing muliquity or incurring significant fault risk. In some cases, the repo agreements malsorequest a margin call from borrowers. When collaterclines in value,aitioncollateris nee when market outperforms, excess collatercanwithawn. 考点对Repurchase Agreements的理解答案B描述错误,本题选B解析B错误,在Repos中,未来的Repurchase price在期初就已约定好Both the spotanforwarpriare agreenow, anthe fferenbetween them implies aninterest rate. 如题

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NO.PZ2020042003000024 回购协议中不是lenr方ma margin call吗?怎么是borrower呢?麻烦老师一下,谢谢!

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