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•西• · 2020年09月05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.

请问哈RWR是什么意思呢

1 个答案

袁园_品职助教 · 2020年09月05日

Right-Way Risk

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2020-05-09 19:28 1 · 回答

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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