如果reference asset亏钱 payer是不是就不用付钱给receiver?而由receiver承担亏损?
问题如下图:
选项:
A.
B.
C.
D.
解释:
Whiof the following statements is not correregarng totreturn swaps (TRS)? A TRS is signeto mirror the return on unrlying asset like a loan, stock, or even a portfolio of assets. The payer pays any preciation in the unrlying asset to the receiver. The payer pays any vin or interest receiveto the receiver. The receiver is creating a synthetic long position in the unrlying asset. B A totreturn swtransfers both cret anmarket risk. The payer only pays any appreciation anany vin or interest connectewith the unrlying asset. The receiver is responsible to pthe payer any preciation in the unrlying asset. 你好这里的TRS的payer和receiver是谁的角度。出手有风险资产的人是payer还是receiver?
The payer pays any preciation in the unrlying asset to the receiver. The payer pays any vin or interest receiveto the receiver. The receiver is creating a synthetic long position in the unrlying asset. B A totreturn swtransfers both cret anmarket risk. The payer only pays any appreciation anany vin or interest connectewith the unrlying asset. The receiver is responsible to pthe payer any preciation in the unrlying asset. 如果是亏损的话那是receiver要付钱给payer嘛?
老师,能下四个吗?B为啥错了?
receiver不是等于short fixerate risky bon?那如何构建long的position呢?