NO.PZ2016082405000071
问题如下:
Which of the following statements is not a motivation for pricing counterparty risk?
选项:
A.Accurate pricing should only account for the cost of the trade.
B.Counterparty risk pricing should account for risk mitigants.
C.Best practices organize pricing responsibilities in the organization.
D.Pricing bilateral derivatives contracts.
解释:
A Accurate pricing should account for not only the cost of the trade, but also the cost of counterparty risk.
why counterparty risk is the risk mitigate?