kathy sham
2020-10-13 08:54Positive MTm means counterparty P need to pay money to others right? And negative mtm means other ppl need to pay back P money right?
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
2020-10-14 11:47
該回答已被題主采納
同學(xué)你好,Positive MTm就是合約價(jià)值為正,此時(shí)我方為賺錢(qián)的一方,反過(guò)來(lái),Negative MTm就是合約價(jià)值為負(fù),此時(shí)我方為虧錢(qián)的一方
