用同学2024-02-08 16:04:07
cds的trigger是market price of bond collapse。判断对错和原因。
回答(1)
杨玲琪2024-02-09 02:43:13
同学你好,
原版书有这么一段话“There are two points worth emphasizing about a CDS that may undercut the protection against default that it is designed to offer. The first is that the protection against failure is triggered by a credit event; if there is no credit event, and the market price of the bond collapses, you as the buyer will not be compensated.”是介绍CDS是如何交易的。意思是CDS的保护是由信用事件触发的。如果没有发生信用事件,即使债券的市场价格崩盘,作为买方的你也不会得到赔偿。所以应该是错的。
希望能解答你的疑惑,加油!
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