王同学2018-03-20 16:11:07
王同学原版书上这段：Downgrade risk is the risk that the perceived creditwor-thiness of the borrower or counterparty might deteriorate. In general, deteriorated creditworthiness translates into a downgrade action by the rating agencies, such as Standard and Poor's (S&P), Moody's, or Fitch in the United States, and an increase in the risk premium, or credit spread of the borrower. 这里最后一句的意思不就是说credit spread的增加么？那这个是信用风险啊。为什么习题里面有一个credit spread widen following recent bankruptcies要归属为市场风险呢？
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Wendy2018-03-20 17:16:33
Wendy同学你好，题目中到底描述的是市场风险还是信用风险，是要具体进行本质分析的。能把具体题目贴出来么
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Jennifer Durrant is evaluating the existing risk management system of Silverman Asset Management. She is asked to match the following events to the corresponding type of risk. Identify each numbered event as a market risk, credit risk, operational risk, or legal risk event. 1. Insufficient training leads to misuse of order management system. 2. Credit spreads widen following recent bankruptcies. 3. Option writer does not have the resources required to honor a contract. 4. Credit swaps with counterparty cannot be netted because they originated in multiple jurisdictions. A. 1: legal risk. 2: credit risk. 3: operational risk. 4: credit risk B. 1: operational risk. 2: credit risk. 3: operational risk. 4: legal risk C. 1: operational risk. 2: market risk. 3: credit risk. 4: legal risk D. 1: operational risk. 2: market risk. 3: operational risk. 4: legal risk
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同学你好。Credit spreads widen following recent bankruptc，说的最近破产后信贷利差扩大。信用利差扩大是影响，不是原因。信用风险指的是由于借款人欠钱不还所给我带来的风险。到底是什么风险导致，可以排除的方法
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