【FRM每日一题】一级:定量分析(3)
备考FRM一级 | 2015-08-05
Which of the following security types correspond to the PFE graphs below?
A.Loan
B.Interest Rate Swap
C.Currency Swap
D.Bond
Answer: C
For currency swap, the majority of the exposure results from the uncertainty regarding the final notional value payment associated with FX rate risk.
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