NO.PZ2020033003000041
问题如下:
In the current financial market, which of the following products has the largest outstanding notional amount ?
选项:
A.Foreign exchange swaps.
B.Interest rate swaps.
C.Credit default swaps. D.
Repos and reverse repos.
解释:
B is correct.
考点:Exposure Profile for Interest Rate Swaps
解析:目前市场中,利率互换的规模是最大的。
IRS, 是不需要交换本金的,而 FX swap 需要交换本金,那么不是FX SWAP的 本金敞口更大吗?