NO.PZ2020033003000079
问题如下:
Which of the following statements regarding counterparty risk is correct?
选项:
A.Relative to the frequently changing bank loan exposure, the OTC derivatives market exposure is usually relatively stable.
B.
When estimating the over all counterparty risk, the default probability is one of the equation factors in the calculation.
C.Historically, RWR has attracted a lot of attention, while WWR has not been paid much relative attention.
D.Speculation in the normal derivatives market often produces RWR.
解释:
B is correct.
考点:Wrong-Way Risk Vs. Right-Way Risk
解析:相比之下,银行贷款市场比场外期权市场的总敞口更稳定一些,A错。
RWR受的关注少一些,WWR则比较多,C错。
衍生品市场的投机行为不都是产生RWR的,D错。
D选项 没明白,一般对冲都不会有WWR 投机才会产生WWR。?请解答