主权信用违约掉期通常用美元计价(美国债务的信用掉期除外,为欧元计价)。所以,外汇风险的加入会把情况搞得更加复杂。
Sovereign CDSs also tend be priced in dollars-except for swaps on America's debt, which are priced in euros-so currency risk blurs things too.
主权信用违约掉期通常用美元计价(美国债务的信用掉期除外,为欧元计价)。所以,外汇风险的加入会把情况搞得更加复杂。
Sovereign CDSs also tend be priced in dollars-except for swaps on America's debt, which are priced in euros-so currency risk blurs things too.
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