Phyllis
2020-05-30 18:18Which of the following statements is not correct regarding total return swaps (TRS)? A A TRS is designed to mirror the return on an underlying asset like a loan, stock, or even a portfolio of assets. B The payer pays any depreciation in the underlying asset to the receiver C The payer pays any dividends or interest received to the receiver. D The receiver is creating a synthetic long position in the underlying 請(qǐng)問(wèn)老師選項(xiàng)a. TRS和CLN的difference之一是CLN可以是一籃子資產(chǎn)但TRS總收益互換不可以，所以請(qǐng)問(wèn)老師a提到了很多資產(chǎn)的portfolio，我覺(jué)得感覺(jué)a也是不對(duì)的，TRS只能針對(duì)一個(gè)asset不是嗎？
所屬：FRM Part II > Credit Risk Measurement and Management 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
Cindy助教
2020-06-01 14:31
該回答已被題主采納
同學(xué)你好，不是的哦，
總收益互換（Total Return Swaps，TRS）是一種信用衍生產(chǎn)品，總收益互換是將標(biāo)的資產(chǎn)（貸款、債券或其他資產(chǎn)組合）的總收益與LIBOR加上信用價(jià)差進(jìn)行交換，標(biāo)的資產(chǎn)的總收益包括利息或資產(chǎn)的收益盈虧等。
所以，TRS并不是只針對(duì)一個(gè)asset的呀(#^.^#)
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