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小宋宋 · 2021年04月29日

B不是很明白

NO.PZ2016082405000071

问题如下:

Which of the following statements is not a motivation for pricing counterparty risk?

选项:

A.

Accurate pricing should only account for the cost of the trade.

B.

Counterparty risk pricing should account for risk mitigants.

C.

Best practices organize pricing responsibilities in the organization.

D.

Pricing bilateral derivatives contracts.

解释:

A  Accurate pricing should account for not only the cost of the trade, but also the cost of counterparty risk.

why counterparty risk is the risk mitigate?

1 个答案

小刘_品职助教 · 2021年04月30日

同学你好,

B选项是说对手方风险定价需要考虑到风险缓释,不是说对手方风险是风险缓释。