137***142021-05-20 04:16:31
请问一下这个mock的第30 题,他只是说Apollo 经历credit improving,apollo 的risk spread 会下降,为什么直接就推出BLB 的risk spread 下降呢?FIQ 的risk spread 上升?
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Nicholas2021-05-20 18:01:41
同学,下午好。
这里FIQ是银行,FIQ Bank is a highly rated corporate and institutional bank that operates a client-facing credit default swap (CDS) desk.
BLB是基金,Eckle and Priore are meeting with Brian Bregen, a portfolio manager for BLB Fund
这里是建议他们买入相关的CDS,Priore suggests that FIQ and BLB execute a five-year naked CDS in which FIQ buys the CDS and BLB sells the CDS. 不是书BLB的信用利差下降,FIQ的信用利差上升。
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