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claireteng · 2022年11月17日

请问这个知识点在讲义哪里

  1. FRM II
  2. Liquidity and Treasury Risk

NO.PZ2020042003000084

问题如下：

While the yield curve presents valuable information it has several limitations, which of the following statements is NOT the limitations of yield curve?

选项：

A.

Uncertainty over exactly how and why the curve appears the way it does at any particular moment.

B.

Does not tell the possibility of a change in the curve’s shape at any time.

C.

The yield curve does not tell the timing of cash flows expected from a security.

D.

The yield curve does not tell the how market interest rates differ varying term (time) to maturity.

解释：

考点：对Risk Management for Changing Interest Rates: ALM and Duration Techniques-ALM

的理解

答案：D

解析：

选项D描述错误，D选项描述的就是Yield curve的定义：how market interest rates differ varying term (time) to maturity.

请问这个知识点在讲义哪里

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1 个答案

pzqa27 · 2022年11月17日

嗨，努力学习的PZer你好：


是在这页讲义，大约在290页左右，不同的PDF浏览器可能会稍有偏差

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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