穆同學(xué)
2017-09-25 12:3110題,說的就是CDS吧,這個credit derivative
所屬:CFA Level I 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
金程教育方老師助教
2017-09-25 14:17
該回答已被題主采納
同學(xué)您好!CDS是credit derivative的一種,用選項(xiàng)B去解釋CDS或者解釋credit derivative都沒有太大的問題。
原版書中對CDS 和credit derivative標(biāo)準(zhǔn)的定義是這樣的:
Credit default swap: A type of credit derivative in which one party, the credit protection buyer who is seeking credit protection against a third party, makes a series of regularly scheduled payments to the other party, the credit protection seller. The seller makes no payments until a credit event occurs.
Credit derivative: A contract in which one party has the right to claim a payment from another party in the event that a specific credit event occurs over the life of the contract.
