FMFC 試験問題を無料オンラインアクセス

The price of a 3x6 FRA will be determined by reference to which of the following interest rates?

• A.6 month rate and 18 month rate
• B.6 month rate and 9 month rate
• C.3 month rate and 9 month rate
• D.3 month rate and 6 month rate

The dirty price of a bond is which of the following:

• A.Clean price + interest of the period from the last coupon payment date
• B.The same as the clean price
• C.Clean price + interest of the period from settlement until the next coupon payment date
• D.Clean price + trading commissions

A company raises money in the capital markets by issuing a bond that is offered for sale by the issuing bank. Which of the following best describes this deal?

• A.Primary market deal
• B.Drawdown on a borrowing facility
• C.Secondary market deal
• D.Overdraft transaction

Which of the following factors in option pricing is the most subjective?

• A.Interest rates
• B.Intrinsic value
• C.Time to maturity
• D.Volatility

The process by which a central clearing corporation manages its credit risk is known as:?

• A.Maturing
• B.Migrating
• C.Margining
• D.Matching