用同學(xué)
2024-02-08 16:04cds的trigger是market price of bond collapse。判斷對錯(cuò)和原因。
所屬：FRM Part II > Credit Risk Measurement and Management 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
楊玲琪助教
2024-02-09 02:43
該回答已被題主采納
同學(xué)你好，
原版書有這么一段話“There are two points worth emphasizing about a CDS that may undercut the protection against default that it is designed to offer. The first is that the protection against failure is triggered by a credit event; if there is no credit event, and the market price of the bond collapses, you as the buyer will not be compensated.”是介紹CDS是如何交易的。意思是CDS的保護(hù)是由信用事件觸發(fā)的。如果沒有發(fā)生信用事件，即使債券的市場價(jià)格崩盤，作為買方的你也不會(huì)得到賠償。所以應(yīng)該是錯(cuò)的。
希望能解答你的疑惑，加油！
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