开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

Ash · 2022年11月08日

如题

  1. CFA I
  2. Portfolio

NO.PZ2018070201000030

问题如下：

Which of the following is closely associated with liquidity risk?

选项：

A.

The default probability.

B.

Uncertainty of the valuation spread.

C.

The variable financial market.

解释：

B is correct.

The liquidity risk is caused by uncertainty of valuation spread. The risk is that this spread cost might increase dramatically as a result of either changing market conditions or attempting to maintain a position significantly larger than the normal trading volume for the stock.

流动性风险跟default也有比较直接关系吧，为什么A不对？

添加评论
2 个答案

pzqa27 · 2022年11月09日

嗨，爱思考的PZer你好：


这个不是流动性风险的范围，如果在2个事请之间加有限条假设的话，再没关系的2个事也会有关系了，流动性风险再FRM中只有上述的2条

----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

pzqa27 · 2022年11月08日

嗨，努力学习的PZer你好：


流动性风险主要有2方面，一个借不来钱，俗称融不到，一个是卖不出去应有的价格，俗称卖不出，这俩跟违约没有关系，违约是信用风险考量的事请

----------------------------------------------
虽然现在很辛苦，但努力过的感觉真的很好，加油！

Ash · 2022年11月09日

与此同时，债违约的话，不是需要处理相应资产来还债权人钱吗？这个跟流动性有关吧

  • 2

    回答

  • 0

    关注

  • 253

    浏览
相关问题

NO.PZ2018070201000030 问题如下 Whiof the following is closely associatewith liquity risk? A.The fault probability. B.Uncertainty of the valuation sprea C.The variable financimarket. B is correct.The liquity risk is causeuncertainty of valuation sprea The risk is ththis sprecost might increase amatically a result of either changing market contions or attempting to maintain a position significantly larger ththe normtrang volume for the stock. 解析没有太看懂，流动性风险A不会有影响吗

2024-04-23 23:37 1 · 回答

NO.PZ2018070201000030 问题如下 Whiof the following is closely associatewith liquity risk? A.The fault probability. B.Uncertainty of the valuation sprea C.The variable financimarket. B is correct.The liquity risk is causeuncertainty of valuation sprea The risk is ththis sprecost might increase amatically a result of either changing market contions or attempting to maintain a position significantly larger ththe normtrang volume for the stock. B就是交易成本增加带来的流动性风险对吧。C不确定的市场环境，那糟糕的市场环境也会增加交易成本导致流动性风险啊A本质是信用风险，但是信用风险也会引发流动性风险啊。。就很困惑。

2024-02-05 22:03 2 · 回答

NO.PZ2018070201000030问题如下Whiof the following is closely associatewith liquity risk?A.The fault probability.B.Uncertainty of the valuation spreaC.The variable financimarket.B is correct.The liquity risk is causeuncertainty of valuation sprea The risk is ththis sprecost might increase amatically a result of either changing market contions or attempting to maintain a position significantly larger ththe normtrang volume for the stock.看到了老师对于B的翻译，依然不理解为什么选B

2023-02-25 11:33 1 · 回答

NO.PZ2018070201000030 问题如下 Whiof the following is closely associatewith liquity risk? A.The fault probability. B.Uncertainty of the valuation sprea C.The variable financimarket. B is correct.The liquity risk is causeuncertainty of valuation sprea The risk is ththis sprecost might increase amatically a result of either changing market contions or attempting to maintain a position significantly larger ththe normtrang volume for the stock. 不确定的价值传播？

2022-12-12 21:50 1 · 回答