D是利率还是货币互换？

NO.PZ2016082405000063

问题如下：

Which of the following security types will most likely result in a peaked shape for the exposure profile represented by potential future exposure (PFE)?

选项：

Long option position.

Foreign exchange product.

10-year loan with a floating rate payment.

Swap.

解释：

D Exposure profiles of swaps are typically characterized by the peaked shape that results from balancing future uncertainties over payments and roll-off risk of swap payments over time.

历史回答里面两位老师回答的不一样哇，这里到底是利率互换还是货币互换呢？

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1 个答案

袁园_品职助教 · 2021年02月07日

同学你好！

是利率互换，已经让老师修改了D选项

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D是利率还是货币互换？

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