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卡布达 · 2021年04月16日

c选项

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-

1 个答案

品职答疑小助手雍 · 2021年04月17日

嗨,努力学习的PZer你好:


C选项主要是后半句话出错,对手方并不知道这份合约的未来价值是正还是负。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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NO.PZ2016082405000044 Whiof the following statements regarng counterparty cret risk is most accurate? Counterparty risk is unilateral. Over-the-counter (OTrivatives contain less counterparty risk thexchange-trarivatives because the counterparty is known. The precise future value of the contrais uncertain, but the counterparties are aware of whether the future value will positive or negative. Counterparty risk is typically associatewith counterparty fault prior to the settlement rather thfault ring the settlement process. Counterparty risk is a bilaterrisk in thboth parties are unaware of the eventuvalue of the contraanthey not know whether they will earn a profit or loss. For exchange- trarivatives, the counterparty is the exchange, whieffectively mitigates counterparty risk. While counterparty fault chappen presettlement anring settlement, counterparty risk typically applies to the risk of fault prior to settlement. 虽然在settlement之前就将有违约的动机、但是这些只是小动机吧,毕竟只是一个趋势还没到结算而已,还有机会翻盘。所以到了最后settlement的时候一笔大亏的马上就要实现,才更会去违约吧。

2021-03-09 21:32 2 · 回答

Whiof the following statements regarng counterparty cret risk is most accurate? Counterparty risk is unilateral. Over-the-counter (OTrivatives contain less counterparty risk thexchange-trarivatives because the counterparty is known. The precise future value of the contrais uncertain, but the counterparties are aware of whether the future value will positive or negative. Counterparty risk is typically associatewith counterparty fault prior to the settlement rather thfault ring the settlement process. Counterparty risk is a bilaterrisk in thboth parties are unaware of the eventuvalue of the contraanthey not know whether they will earn a profit or loss. For exchange- trarivatives, the counterparty is the exchange, whieffectively mitigates counterparty risk. While counterparty fault chappen presettlement anring settlement, counterparty risk typically applies to the risk of fault prior to settlement. 老师,这题B怎么理解?为啥是错的呢?

2020-10-29 16:14 1 · 回答

Over-the-counter (OTrivatives contain less counterparty risk thexchange-trarivatives because the counterparty is known. The precise future value of the contrais uncertain, but the counterparties are aware of whether the future value will positive or negative. Counterparty risk is typically associatewith counterparty fault prior to the settlement rather thfault ring the settlement process. Counterparty risk is a bilaterrisk in thboth parties are unaware of the eventuvalue of the contraanthey not know whether they will earn a profit or loss. For exchange- trarivatives, the counterparty is the exchange, whieffectively mitigates counterparty risk. While counterparty fault chappen presettlement anring settlement, counterparty risk typically applies to the risk of fault prior to settlement. settlement期间不会产生违约风险嘛。。

2020-10-19 16:36 1 · 回答

     怎么理解 Counterparty risk 更多是在settle 之前违约?

2019-03-08 09:31 1 · 回答