C一个10年的贷款

NO.PZ2016082405000063

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.

10-year loan with a floating rate payment.

Interest rate 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一个10年的贷款是不是可以看做是持有一个10年的BOND？

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已采纳答案

品职答疑小助手雍 · 2021年03月09日

对的~

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C一个10年的贷款

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