Skip to content

The amount of credit risk an over-the-counter option is:

April 28, 2018

The current value of the option.

Once the seller has sold the option, all the credit risk falls on the buyer.

Advertisements

From → Asset Valuation

One Comment

Trackbacks & Pingbacks

  1. CFA® Level 3 Exam Post-mortem – Muskblog

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.

%d bloggers like this: