问题如下:
选项:
A.OTC derivatives
exchange-traded derivatives
Brokerage relationships: both broker and client
Interest rate swap
解释:
答案:B is correct
解析:Counterparty risks通常产生于OTC衍生品的交易,以及Brokerage relationships。所以本题A/C/D三个选项都有可能产生Counterparty risks。只有选项B,Exchange-trade derivatives、交易所交易的衍生品Counterparty risk几乎不存在。
之前有道题说interest rate swap没有counterparty risk,说是因为没有本金互换
但这道题又说有,为什么?