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[单选题]

A credit default swap is an instrument that can be characterized best as: ().

A.Any swap that has one or more parties in default

B.A swap that can only be valued against non–investmentgrade debt securities

C.An option to sell defaulted securities at par value to a third party in exchange for a series of fixed cash flows

D.Any swap that defaults to a thirdparty guarantor should a party to the swap file for bankruptcy protection

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更多“A credit default swap is an instrument that can be characterized best as: ().”相关的问题

第1题

将以太网交换机上的E0/0/1口配置为access接口，缺省vlan为10，应使用以下哪些命令（）

A．[SWA]port link-type access

B．[SWA]port default vlan 10

C．[SWA-Ethernet0/0/1]port link-type access

D．[SWA-Ethernet0/0/1]port default vlan 10

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第2题

In a credit default swap, the buyer of the swap makes payments to the swap’s seller up until the maturity date of a contract.

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第3题

Which of the following events is not a “credit event”?()

A.Bankruptcy

B.Calling back a bond

C.Downgrading

D.Default on payments

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第4题

If an investor holds a fiveyear IBM bond, it will give him a return very close to the return of the following position: ().

A.A fiveyear IBM credit default swap on which he pays fixed and receives a payment in the event of default

B.A fiveyear IBMcredit default swap onwhich he receives fixed andmakes a payment in the event of default

C.A fiveyear U.S. Treasury bond plus a fiveyear IBM credit default swap on which he pays fixed and receives a payment in the event of default

D.A fiveyear U.S. Treasury bond plus a fiveyear IBM credit default swap on which he receives fixed and makes a payment in the event of default

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第5题

When an institution has sold exposure to another institution (i.e., purchased protection) in a CDS, it has exchanged the risk of default on the underlying asset for which of the following?()

A.Default risk of the counter party

B.Default risk of a credit exposure identified by the counter party

C.Joint risk of default by the counter party and of the credit exposure identified by the counter party

D.Joint risk of default by the counter party and the underlying asset

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第6题

Which of the following loans has the lowest credit risk? 1 Year Probability Loss Given Remaining Term Loan of Default Default (Months) ().

A.1.99% 60% 3

B.0.90% 70% 9

C.1.00% 75% 6

D.0.75% 50% 12

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第7题

【单选题】信用违约互换（Credit Default Swap）是一种用于转移（）的场外交易金融合约。

A.信用风险

B.市场风险

C.操作风险

D.流动性风险

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第8题

When the Long-Term Capital Management was disintegrated, the products initiated to counter

weigh risks were ______.

A．various basket indices and credit default swaps

B．hedge fund and forward rate agreements

C．credit-linked notes

D．current swaps and rates swaps

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第9题

Which description about “Synthetic CDO” is incorrect？

A、It is a form of collateralized debt obligation.

B、It only invests in credit default swaps.

C、It also invests in other non-cash assets.

D、It invests to gain exposure to a portfolio of fixed income assets.

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第10题

A portfolio consists of two (long) assets £100 million each. The probability of default over the next year is 10% for the first asset, 20% for the second asset, and the joint probability of default is 3%. Estimate the expected loss on this portfolio due to credit defaults over the next year, assuming 40% recovery rate for both assets.()

A.£18 million

B.£22 million

C.£30 million

D.None of the above

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