王同學(xué)
2018-11-05 14:09Payment netting: combine the cash flows from different contracts with a counterparty into a single net amount. Close-out netting: netting of contracts values with a counterparty in the event of the counterparty’s default. 老師除了這兩種還有哪些netting?這兩種有沒(méi)有具體的例子可以幫助理解一下
所屬:FRM Part II 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
Galina助教
2018-11-05 16:31
該回答已被題主采納
Payment netting: combine the cash flows from different contracts with a counterparty into a single net amount.A欠B3塊錢,B欠A2塊錢,netting后就是B給A一塊錢就可以。
Close-out netting: netting of contracts values with a counterparty in the event of the
counterparty’s default.
如果對(duì)手方違約,交易立即終止或者進(jìn)行凈額結(jié)算
