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【FRM每日一题】一级:定量分析(3)

【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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