问题如下图:
选项:
A.
B.
C.
D.
解释:
请问解释里“netting also means individual positive exposures are nonadditive” 是什么意思?
Riggs Resources, LL(Riggs) is a commoty trang firm. Riggs hnumerous tras outstanng with severcounterparties; however, it is concernewith presettlement risk. In orr to represettlement risk (the risk thRiggs's counterparties woulfault before settlement), it woulmost beneficifor Riggs to: have payment netting. have close-out netting. analyze potentilosses the sum of exposures. have netting but not set-off. B To minimize presettlement risk, Riggs shoulhave close-out netting. Unr close-out, contracts between solvent aninsolvent counterparties are terminateannette Payment netting woulresettlement anoperationrisk, but not presettlement risk. Netting also means invipositive exposures are nonaitive. The terms netting anset¬off are synonymous. payment netting里面的payment 是指什么?netting but not set-off里面的 set-off是什么意思?
能下AB种netting的特点和不同吗?
这些是哪里来的概念?包括后面一个题目里面的haircut rate?
这个题答案的几个名词基础班没有讲到吧,不太理解