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FRM二级

FRM二级

包含FRM二级传统在线课程、通关课程及试题相关提问答疑;

专场人数:1646提问数量:32247

请问44题答案为什么选B

已回答

All of the following could help to reduce the credit exposure on a set of derivative transactions except: A daily mark-to-market of transactions B netting agreements with the counterparty C collateral and other credit enhancements D early termination agreements 老师,您好,我错选了C,因为haircut越大,exposure越小,那么信用增级了,haircut变小了,exposure变大了,哪里理解的不对。 另外,D选项,我们之前的break clause 是减小敞口的一种技术,D说的不就是这个技术吗?

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Bank A, which is AAA rated, trades a 5-year interest rate swap (semi-annual payments) with Bank B, which is rated BBB. Because of Bank B's poor credit rating, Bank A is concerned about the 5-year exposure it is going to run because of the swap deal. Which of the following measures help mitigate Bank A's credit exposure to Bank B? Ⅰ.Negotiate a CSA with Bank B and efficiently manage the collateral management system Ⅱ.Execute the swap deal as a reset swap wherein the swap will be marked to market every six months Ⅲ.Execute the swap deal with a break clause in the third year Ⅳ.Decrease the frequency of coupon payments from semi-annual to annual 老师,是A付coupon给B吧?那减少付款频率,不是降低exposure,为什么第四个不对呢

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Convertible bond中的call是谁的权利?是发行方的吗?什么时候会债转股?

已回答

请问什么是swap rate

已回答

蓝字部分,一级中duration不是mac duration除以1+y吗?mac duration表示汇款天数,duration衡量风险吗?这个duration=1/2怎么解释。

已回答

老师,这两个题有什么区别?为什么算WCL的时候不一样?

已回答

您好,请问照片中5%和0.05分别与公示哪个概念相对应呢,有点不懂这个公式。

已回答

老师,这个题答案的表格是怎么做出来的?

已回答

这个等式怎么左右两边相等,是因为卖出买入资产使得mvar变化,然后等式相等吗?

已解决

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