一般repo的hair cut是多少呢

NO.PZ2020042003000022

问题如下：

Which of the following statement about repurchase agreements is NOT correct?

选项：

The purchases price for settlement is the original invoice price plus interest at the repo rate (implied interest) on the transaction.

Lenders may initiate the reverse repo to borrow a bond and make profit through taking short positions.

Only securities of the highest credit quality are typically accepted as collateral, and repo agreements often need haircuts.

Repos are less stable than unsecured short-term borrowings because of high quality collateral.

解释：

考点：对Repurchase Agreements的理解

答案：D选项错误，本题选D

解析：

D选项描述错误，正确的表述为：Repos are more stable than unsecured short-term borrowings because of high quality collateral.

1.一般repo的hair cut是多少呢

2.有不进行hair cut的repo吗

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小刘_品职助教 · 2021年05月04日

同学你好，是的。

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小刘_品职助教 · 2021年05月04日

同学你好，

1）实操中repo的hair cut跟各家的风控指标有关系，通常国债的hair cut要低于公司债；

2）没有hair cut的repo很罕见。

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NO.PZ2020042003000022 问题如下 Whiof the following statement aboutrepurchase agreements is NOT correct? The purchases priforsettlement is the origininvoipriplus interest the repo rate (implienterest) on the transaction. Lenrs minitiate thereverse repo to borrow a bonanmake profit through taking short positions. Only securities of thehighest cret quality are typically acceptecollateral, anrepoagreements often neehaircuts. Reposare less stable thunsecureshort-term borrowings because of high qualitycollateral. 考点对Repurchase Agreements的理解答案误，本题选析述错误，正确的表述为Reposare more stable thunsecureshort-term borrowings because of high qualitycollateral. A不应该repurchaseprice的定义吗

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一般repo的hair cut是多少呢

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