求助:2013年FRM II 官方mock题---wrong way risk 4 个回复 - 5375 次查看
Bank A has a large exposure to Bank B's quity, and Bank B offers to sell put options with long mautrities on its own equity to Bank A. 可否解释一下,为什么这种情况是wrong way risk ? 非常感谢。此题为2 ...2014-11-10 21:11 - woainimen - CFA、CVA、FRM等金融考证论坛