所以improve的意思是问改变的值? 问题如下图:
选项:
A.
B.
C.
D.
解释:
Suppose BSM, a large rivative market maker, hsix contracts with a counterparty, all transactein New York (i.e., the same legjurisction). The current market values (PV) for these contracts are: 125, 75, 25, -10, -65, an-140. Suppose BSM es not currently have a legally enforceable netting agreement with the counterparty. how muwoulBSM’s current cret exposure to this counterparty improve if it have a legally enforceable netting agreement with the counterparty? 0 10 215 225 ANSWER: C The sum of positive exposures is 225. This is the cret exposure without netting. The sum of negative exposures is 215. With netting, the exposure goes to 10, or a op of 215. 这里225变成10不是减少了215吗,为什么能叫improve呢
请问sum225怎么算