NO.PZ2016082405000044
问题如下:
Which of the following statements regarding counterparty credit risk is most accurate?
选项: A. Counterparty risk is unilateral.
B. Over-the-counter (OTC) derivatives
contain less counterparty risk than exchange-traded derivatives because the
counterparty is known.
C. The precise future value of the
contract is uncertain, but the counterparties are aware of whether the future
value will be positive or negative.
D. Counterparty risk is typically
associated with counterparty default prior to the settlement rather than
default during the settlement process.
解释:
D Counterparty risk is a bilateral risk in that both parties are unaware of the eventual value of the contract and they do not know whether they will earn a profit or loss. For exchange- traded derivatives, the counterparty is the exchange, which effectively mitigates counterparty risk. While counterparty default can happen presettlement and during settlement, counterparty risk typically applies to the risk of default prior to settlement.
请问c选项错在哪里 难道是要改成都无法确定是+或-