安同學(xué)
2019-06-01 19:38european 投資級CDS index(ITRAXX MAIN INDEX)的保費一定是1%嗎
所屬:CFA Level II > Fixed Income 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Sherry Xie助教
2019-06-03 11:03
該回答已被題主采納
同學(xué)你好,投資級別的CDS fixed payment是1%,投資級別是5%,可以當(dāng)結(jié)論記一下。
The fixed payments made from CDS buyer to CDS seller are customarily set at a fixed annual rate of 1% for investment-grade debt or 5% for high-yield debt.
