问一道题：NO.PZ2016082405000046 [ FRM II ]

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解释：

能解释下ABD三种netting的特点和不同吗？

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orange品职答疑助手 · 2019年09月02日

同学你好，B选项的侧重点是close-out。A和D选项的意思是相同的，都是仅对payment的支付进行netting。Close-out和Netting的最大区别是，前者在对方违约时赋予另一方提前终止合同并结算的权利，后者仅仅指在结算时通过净额结算避免本方支付而对方不支付的风险。所以Netting主要应对的是settlement risk，结算前风险只能通过close-out条款应对。因此选B。

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问一道题：NO.PZ2016082405000046 [ FRM II ]

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