Multiple Choice
You are the buyer of protection in a credit default swap. All other things being equal your counterparty credit risk is increasing if:
A) the credit spread is decreasing
B) the credit spread is decreasing and recovery rate is increasing
C) the credit spread is increasing
D) the recovery rate is increasing
Correct Answer:
Verified
Correct Answer:
Verified
Q436: A 3-month (91-day) deposit of AUD 25,000,000.00
Q437: You quote a price to a broker
Q438: Your agent bank accepts your back-valuation request
Q439: Using the following rates: 3M (90-day) EUR
Q440: A put option is 'out-of-the-money' if:<br>A) Its
Q442: A CD with a face value of
Q443: In the unforeseen event that a particular
Q444: You bought USD 5,000,000 against EUR at
Q445: On fixing date, the settlement payment of
Q446: Clients of a voice-broker quote EUR/USD at