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Which of the following interest-rate risk management products requires the buyer
Which of the following interest-rate risk management products requires the buyer
游客
2025-06-20
31
管理
问题
Which of the following interest-rate risk management products requires the buyer to pay a premium?______.
选项
A、Swap
B、Treasury bond future
C、Cap
D、FRA
答案
C
解析
答案为C项。Cap是Interest Rate Cap的缩写,利率上限,是客户与银行达成一项协议,双方确定一个利率上限水平,在此基础上,利率上限的卖方向买方承诺:在规定的期限内,如果市场参考利率高于协定的利率上限,则卖方向买方支付市场利率高于协定利率上限的差额部分;如果市场利率低于或等于协定的利率上限,卖方无任何支付义务,同时,买方由于获得了上述权利,必须向卖方支付一定数额的期权手续费。FRA是forward rate agreement的缩写,远期利率协议,是交易者为了避免利率风险而签订的一种远期利率合约。具体做法是:交易双方先在协议中确定名义本金额、协议利率、参照利率、交割日期以及期限等,然后在交割日由一方或另一方支付协议利率与参照利率利息差额的贴现值给对方。本题中只有C项的意思“利率上限”需要买方因获得权利而支付一定的期权费。故本题选C项。
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