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2336XVA Desk Attribution Scenario 1Two trades have almost the same expected positive exposure profile, but one is hedged with instruments that require the desk to fund large collateral balances while the other is not. Why can their FVA contributions still differ sharply even if their CVA looks similar?数理金融困难essay未尝试面试订阅2337XVA Desk Attribution Scenario 2Why can adding initial margin reduce CVA on a client trade and still increase the trade's total XVA bill seen by the desk?数理金融困难essay未尝试面试订阅2338XVA Desk Attribution Scenario 3A netting set shows only modest current exposure, yet the XVA desk still charges meaningful KVA. Why can that be reasonable?数理金融困难essay未尝试面试订阅2339XVA Desk Attribution Scenario 4A book is margined daily, but the desk still keeps a nonzero residual XVA charge. What frictions can justify that residual charge?数理金融困难essay未尝试面试订阅2340XVA Desk Attribution Scenario 5Why do desks usually discuss XVA as a stack of components when quoting and negotiating with clients, instead of presenting only one single all-in adjustment number?数理金融困难essay未尝试面试订阅