Suppose you enter into an interest rate swap where you are receiving floating and paying fixed Which one of the following is true A You have a credit risk exposure when the value of your position is negative B You are never exposed to credit risk in this situation C You have a credit risk exposure when the value of your position is positive

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Suppose you enter into an interest rate swap where you are receiving floating and paying fixed. Which one of the following is true? A. You

Suppose you enter into an interest rate swap where you are receiving floating and paying fixed. Which one of the following is true?

	A.	You have a credit risk exposure when the value of your position is negative.
	B.	You are never exposed to credit risk in this situation.
	C.	You have a credit risk exposure when the value of your position is positive.

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