wawjbng · 2021年08月10日
NO.PZ2020033002000047
问题如下：
A variety of factors are used in determining the credit risk amount in derivatives transactions, which of the following factors are rarely used?
选项：
A. Notional principal
B. Current exposure
C. Potential exposure
D. Peak exposure
解释：
A is correct.
考点：Credit exposure
解析：
本金是包含在exposure下的，而且利率互换中也会有不包含本金的现象
老师，请问这题在基础班讲义哪里讲到的，谢谢
NO.PZ2020033002000047问题如下 A variety of factors are usein termining the cret risk amount in rivatives transactions, whiof the following factors are rarely use A.NotionprincipalB.Current exposureC.Potentiexposure Peexposure A is correct.考点Cret exposure解析 本金是包含在exposure下的，而且利率互换中也会有不包含本金的现象 能否请老师详细一下，还有为什么提到了IRS，题目中也没说就是指IRS呀？
NO.PZ2020033002000047 Current exposure 会用到吗？估计未来的话
