问题如下:
Which of the following statements best describes the benefit of netting risk exposures? The benefits of netting are realized when:
选项: marked-to-market (MtM) values have
high structural correlations for two trades.
marked-to-market (MtM) values have opposite signs for two trades.
C.expected exposure (EE) values are minimal.
D.expected future exposure (EFE) values have zero correlation.
解释:
B The benefits of netting are realized when MtM values have opposite signs for two trades.
什么叫Have opposite sign for 2 trades