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- 223338
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- 主题
- 48
- 注册时间
- 2011-7-11
- 最后登录
- 2013-9-11
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Can someone please answer the following questions:
IR SWAP
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What's the counterparty risk at initiation?
What's the counterparty risk at the middle?
What's the counterparty risk at expiry?
When is counterpatry risk the highest?
FX SWAP
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What's the counterparty risk at initiation?
What's the counterparty risk at the middle?
What's the counterparty risk at expiry?
When is counterpatry risk the highest?
Equity SWAP
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What's the counterparty risk at initiation?
What's the counterparty risk at the middle?
What's the counterparty risk at expiry?
When is counterpatry risk the highest?
Thanks! |
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发表于 2011-7-13 13:20
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