陸同學(xué)
2021-11-23 17:08怎么理解Loss mutualization may not spread all the losses among participants. 為什么風(fēng)險共擔(dān)機制不能分散所有的損失
所屬:FRM Part I > Financial Markets and Products 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
吳珮瑤助教
2021-11-23 17:48
該回答已被題主采納
你好同學(xué),這道題考的是有關(guān)CCP定性的問題,本質(zhì)就是考的定義。
題目中D選項"Loss mutualization may not spread all the losses among participants”的意思是:損失共擔(dān)機制可能不會分散所有損失在所有參與者之間。
在原版書中“If trades are cleared through a CCP, however, the risks are shared by all members of the CCP (some of which may never have traded with the defaulting counterparty)”the risks are shared by all members of the CCP,意思是風(fēng)險被CCP所有成員分擔(dān)。
