NO.PZ2016082406000001
问题如下:
Settlement risk in foreign exchange is generally due to:
选项:
A.Notionals being exchanged
B.Net value being exchanged
C.Multiple currencies and countries involved
D.High volatility of exchange rates
解释:
ANSWER: A
Settlement risk is due to the exchange of notional principal in different currencies at different points in time, which exposes one counterparty to default after it has made payment. There would be less risk with netted payments.
1.现在关于外汇交易我们很多银行都是实行净额结算的,除了货币互换可能部分银行还是要求本金进行交换,那么为啥不能选B。。。
2.C为什么错呢,就是因为涉及多个国家的货币, 导致在settle的时候受两国货币交换难度的影响,应该也是导致settlement risk 的原因?