开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

翟延昕 · 2022年03月20日

A选项 interest swap 期末最后一期不换一次?

NO.PZ2020033003000107

问题如下:

Which of the following statements least accurately describe counterparty risk and lending risk?

选项:

A.For an interest-rate swap, there is no counterparty risk at the end of the contract term because all payments required by the contract would have been made by then.

B.

With counterparty risk, there is uncertainty as to which counterparty will have a negative mark-to-market value.

C.

Counterparty risk is typically bilateral while lending risk is typically unilateral.

D.

With lending risk, the principal amount at risk is known with absolute certainty at the outset.

解释:

D is correct.

考点: Counterparty risk and lending risk

解析:

The principal amount at risk is known only with reasonable certainty at the outset because changes in interest rates, for example, will lead to some uncertainty.

RT

1 个答案

品职答疑小助手雍 · 2022年03月20日

同学你好,最后一期会换,不过因为利率互换只交换利息,而且结算方式是利息的差额(单看每期的话金额不大),所以最后一期没必要违约让自己背骂名,要违约中间就会违约了,不会等到最后亏了好多期了才违约。