Nils sets out to evaluate arbitrage opportunities using forward rate agreements (FRAs). Kozorez makes the following comments to Nils regarding FRAs: “An FRA has two counterparties, a fixed-rate receiver that is short Euribor and a floating-rate receiver that is long Euribor. The party that is long a 3 × 9 FRA must make a Euribor deposit in three months and earns the Euribor rate for the subsequent six months.” 老师，为什么第一句话是对的，第二句话是错的？



你还未登录〜

天堂之歌

听歌而来，送我踏青云〜

0元

充值
0橙宝

充值

首页
版块大全

财经学院

CFA FRM CFRM 量化投资

从业资格

证券从业银行从业

会计学院

CPA 会计职称 ACCA CMA 财会求职灌水闲聊

金程考研

公共课 199管综 396经综金融学硕金融专硕经济学硕士会计硕士考研院校考研就业

投资理财

RFP

金融杂谈

金融动态金融八卦吐槽专区

求职招聘

职业发展金融求职职场经验职场修养

研招信息

专业院校热点资讯考研交流考研经验

考研科目

专业课公共课 199管理类联考 396经济类联考

生活日常

运动音乐电影美食交友租房

个人发展
论坛

您现在的坐在位置：首页>智汇问答>CFA二级

可同学2019-05-16 16:38:51

Nils sets out to evaluate arbitrage opportunities using forward rate agreements (FRAs). Kozorez makes the following comments to Nils regarding FRAs: “An FRA has two counterparties, a fixed-rate receiver that is short Euribor and a floating-rate receiver that is long Euribor. The party that is long a 3 × 9 FRA must make a Euribor deposit in three months and earns the Euribor rate for the subsequent six months.” 老师，为什么第一句话是对的，第二句话是错的？

Derivatives

回答（1）

Paroxi2019-05-16 17:06:55

同学你好，The party that is long a 3 × 9 FRA must make a Euribor deposit in three months and earns the Euribor rate for the subsequent six months.”你问的是这句话吗？这句话肯定是错的啊，long FRA并不是去存3个月的钱然后赚钱随后6个月的利息，long FRA是签订一个3个月的合约，合约中锁定一个固定的借款利率在未来合约结束后去借6个月的钱。