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金融民工阿聪 · 2020年08月16日

问一道题：NO.PZ2016082405000057

  1. FRM II
  2. Credit Risk Measurement And Management

问题如下：

The benefits of multilateral netting versus bilateral netting are dependent on a number of factors. Which of the following factors most strongly suggest the need for fewer central counterparties (CCPs) in a global multilateral netting framework?

选项：

A.

Reduction of risk exposures.

B.

Differences in liquidity for asset classes.

C.

Jurisdictional fragmentation.

D.

Reduction in severe systemic risk.

解释：

A One of the biggest benefits of multilateral netting is the reduction of risk exposures. With fewer CCPs a greater degree of risk reduction is realized due to lower dependencies within and across derivative products. This risk reduction helps mitigate systemic risk. Differences in asset classes related to liquidity would suggest more CCPs are needed to concentrate in specific asset classes. Jurisdictional fragmentation in a global market requires local clearing and thus more CCPs. A monopolistic framework with only a few CCPs could lead to severe systemic risk, in the event that margins and collateral are not sufficient to cover losses.

这里的B是什么意思，没看懂

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1 个答案

品职答疑小助手雍 · 2020年08月16日

嗨，爱思考的PZer你好：


就是资产的种类比较多，不好调和

这种情况会鼓励更多的CCP出现去专门针对不同的资产类别。

题目问的那种情况会使CCP更few，所以B错。


-------------------------------
虽然现在很辛苦，但努力过的感觉真的很好，加油！


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