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CTP · Question #375

(Topic 4) ABC Company, a publicly held U.S. multinational, owns several manufacturing plants in Latin America as well as several ships to transport its products globally. 60% of its sales are from its

The correct answer is C. Implement or adjust single counterparty balance limits.. See the full explanation below for the reasoning.

Question

  • (Topic 4)

ABC Company, a publicly held U.S. multinational, owns several manufacturing plants in Latin America as well as several ships to transport its products globally. 60% of its sales are from its euro-based subsidiaries. The company uses various derivative instruments to mitigate exposure to fluctuations in fuel prices and FX rates. The hedging deals are long- term and placed withmany counterparties. ABC Company is also a net borrower and has a syndicated credit facility in place. Which of the following actions to mitigate counterparty risk would MOST benefit the company?

Options

  • AEliminate specific AAA rated counterparties.
  • BAdopt a third-party custodian for investments.
  • CImplement or adjust single counterparty balance limits.
  • DAdd to the number of counterparties to increase diversification.

How the community answered

(22 responses)
  • A
    14% (3)
  • B
    5% (1)
  • C
    77% (17)
  • D
    5% (1)

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