我做到下面2个问题，
一个问题如果说zero-coupon bond违约，claim 是 P0+AI
另一个问题说，如果违约，claim 是par value*recover rate
请问这两个题目矛盾吗？该如何理解。谢谢解答。
- In bankruptcy, the holder of a zero-coupon bond obligation of the bankrupt corporation would have a claim equal to:
您的回答A, 正确答案是: C
C the issuing price plus accrued interest.
- A senior trader on the fixed-income trading desk of an investment bank is
presenting to a group of newly hired analysts on key drivers of credit risk. The
trader illustrates the concept of recovery rates using a scenario of a bank buying a
corporate bond. Which of the following would the trader be correct to identify as an
example of a corporate bond that is held by the bank and has a recovery rate of
35%?
D is correct. The recovery rate for a bond is usually defined as the value of the bond
shortly after default and it is expressed as a percentage of its face (par) value. It
can be thought of as the amount of the obligation the lender can expect to recover if
the firm defaults.
