[二级流动性风险] Answer: C Since the 2007-2009 crisis the USD has tended to command a premium relative to the foreign currency (FC) in FX swaps; the party lending USD can sell the FC forward at a price F that is higher than indicated by the interest rate differential. That means the cross-currency swap basis has been greater than zero.

eleven11 发布于：2024-10-30 14:52:38 浏览35次   FRM FRM Part II
65. Since the financial crisis of 2007 2009 the cross-currency basis for most major currencies relative to the U.S. dollar (USD) has consistently been: A. Equal to zero. B. Greater than the interest rate differential. C. Greater than zero for the USD interest rate. D. Greater than the forward premium on the USD.这个题目完全不懂 麻烦详细解析一下
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钟老师 发布于2024-10-31 10:08:17

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