飛同學(xué)
2020-03-10 22:19Match the following events to the corresponding risk type. 1. A rogue trader within an institution. 2. Stock XYZ decreases in price due to a market crisis. 3. Using a put option to hedge an equity exposure. 4. Counterparty sues bank to avoid meeting its obligations. A 1: legal risk; 2: credit risk; 3: strategic risk; 4: credit risk. B 1: business risk; 2: market risk; 3: market risk; 4: settlement risk. C 1: operational risk; 2: equity price risk; 3: basis risk; 4: legal risk. D 1: reputation risk; 2: basis risk; 3: credit risk; 4: legal risk. 這個(gè)題目會(huì)做，但是不理解basis risk這個(gè)選項(xiàng)。麻煩解釋一下basis risk的概念，謝謝
所屬：FRM Part I 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
錦年助教
2020-03-11 18:20
該回答已被題主采納
同學(xué)你好，基差風(fēng)險(xiǎn)會(huì)在第四門課估值與風(fēng)險(xiǎn)模型中詳細(xì)講解。簡(jiǎn)單舉個(gè)例子，就是我想買航空石油期貨來(lái)對(duì)沖風(fēng)險(xiǎn)，但是現(xiàn)在市場(chǎng)上沒有，我就去買了普通石油的期貨，就會(huì)有基差風(fēng)險(xiǎn)。這是一種由于產(chǎn)品或者期限不一致導(dǎo)致的風(fēng)險(xiǎn)。
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