pz-stepsutake · 2020年02月22日
问题如下：
Which of the following security types will most likely result in a peaked shape for the exposure profile represented by potential future exposure (PFE)?
选项： Long option position.
Foreign exchange product.
C.10-year loan with a floating rate payment.
D.Swap.
解释：
D Exposure profiles of swaps are typically characterized by the peaked shape that results from balancing future uncertainties over payments and roll-off risk of swap payments over time.
C为什么不对
NO.PZ2016082405000063 Foreign exchange proct. 10-yelowith a floating rate payment. Interest rate Sw Exposure profiles of swaps are typically characterizethe peakeshape thresults from balancing future uncertainties over payments anroll-off risk of swpayments over time. 老师，麻烦讲解一下这个题吧
NO.PZ2016082405000063 Whiof the following security types will most likely result in a peakeshape for the exposure profile representepotentifuture exposure (PFE)? Long option position. Foreign exchange proct. 10-yelowith a floating rate payment. Interest rate Sw Exposure profiles of swaps are typically characterizethe peakeshape thresults from balancing future uncertainties over payments anroll-off risk of swpayments over time. C一个10年的贷款是不是可以看做是持有一个10年的BON
NO.PZ2016082405000063 Whiof the following security types will most likely result in a peakeshape for the exposure profile representepotentifuture exposure (PFE)? Long option position. Foreign exchange proct. 10-yelowith a floating rate payment. Swap. Exposure profiles of swaps are typically characterizethe peakeshape thresults from balancing future uncertainties over payments anroll-off risk of swpayments over time. 历史回答里面两位老师回答的不一样哇，这里到底是利率互换还是货币互换呢？
问题有点没看明白 是问哪种产品会出现中间凸起的峰值吗
