NO.PZ2020033003000064
问题如下：
Which of the following situations can make the benefits of netting work?
选项：
A. A high positive correlation between two trades.
B. Expected exposure (EE) values of two trades have zero correlation.
C. Expected future exposure (EFE) values of two trades have zero correlation.
D. An opposite marked-to-market (MtM) value between two trades.
解释：
D is correct.
考点：Modeling Netting Agreements
解析：当两个交易的MTM价值相反的时候才可以产生netting的抵消作用，从而降低exposure。
这题不懂，求解，谢谢
