王同學(xué)
2018-03-20 16:11原版書上這段：Downgrade risk is the risk that the perceived creditwor-thiness of the borrower or counterparty might deteriorate. In general, deteriorated creditworthiness translates into a downgrade action by the rating agencies, such as Standard and Poor's (S&P), Moody's, or Fitch in the United States, and an increase in the risk premium, or credit spread of the borrower. 這里最后一句的意思不就是說credit spread的增加么？那這個(gè)是信用風(fēng)險(xiǎn)啊。為什么習(xí)題里面有一個(gè)credit spread widen following recent bankruptcies要?dú)w屬為市場(chǎng)風(fēng)險(xiǎn)呢？
所屬：FRM Part I 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Wendy助教
2018-03-20 17:16
該回答已被題主采納
同學(xué)你好，題目中到底描述的是市場(chǎng)風(fēng)險(xiǎn)還是信用風(fēng)險(xiǎn)，是要具體進(jìn)行本質(zhì)分析的。能把具體題目貼出來么
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追問
Jennifer Durrant is evaluating the existing risk management system of Silverman Asset Management. She is asked to match the following events to the corresponding type of risk. Identify each numbered event as a market risk, credit risk, operational risk, or legal risk event. 1. Insufficient training leads to misuse of order management system. 2. Credit spreads widen following recent bankruptcies. 3. Option writer does not have the resources required to honor a contract. 4. Credit swaps with counterparty cannot be netted because they originated in multiple jurisdictions. A. 1: legal risk. 2: credit risk. 3: operational risk. 4: credit risk B. 1: operational risk. 2: credit risk. 3: operational risk. 4: legal risk C. 1: operational risk. 2: market risk. 3: credit risk. 4: legal risk D. 1: operational risk. 2: market risk. 3: operational risk. 4: legal risk
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追答
同學(xué)你好。Credit spreads widen following recent bankruptc，說的最近破產(chǎn)后信貸利差擴(kuò)大。信用利差擴(kuò)大是影響，不是原因。信用風(fēng)險(xiǎn)指的是由于借款人欠錢不還所給我?guī)淼娘L(fēng)險(xiǎn)。到底是什么風(fēng)險(xiǎn)導(dǎo)致，可以排除的方法
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