NO.PZ2020033003000047
问题如下:
Company A and Company B conducted a netting settlement on the interest rate swap between them. Which of the following kind of netting is this?
选项:
A. Close-out netting.
B. Cross-product netting.
C. Multilateral netting.
D. Bilateral netting.
解释:
D is correct.
考点:Modeling Netting Agreements
解析:两个机构之间的netting就是Bilateral netting,也就是双边净额结算。
麻烦解释下其他,谢谢