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

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

添加评论
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

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

  • 1

    回答

  • 0

    关注

  • 298

    浏览
相关问题

NO.PZ2020042003000084问题如下 While the yielcurve presents valuableinformation it hseverlimitations, whiof the following statements isNOT the limitations of yielcurve? Uncertainty over exactly howanwhy the curve appears the wit es any particulmoment. es not tell the possibilityof a change in the curve’s shape any time. The yielcurve es not tellthe timing of cash flows expectefrom a security. Theyielcurve es not tell the how market interest rates ffer varying term(time) to maturity. 考点对Risk Management for Changing InterestRates: ALM anration Techniques-ALM的理解答案析述错误，述的就是Yielcurve的定义how market interest ratesffer varying term (time) to maturity. 请问此题不知道在讲啥，为什么选

2023-08-27 13:24 1 · 回答

NO.PZ2020042003000084 问题如下 While the yielcurve presents valuableinformation it hseverlimitations, whiof the following statements isNOT the limitations of yielcurve? Uncertainty over exactly howanwhy the curve appears the wit es any particulmoment. es not tell the possibilityof a change in the curve’s shape any time. The yielcurve es not tellthe timing of cash flows expectefrom a security. Theyielcurve es not tell the how market interest rates ffer varying term(time) to maturity. 考点对Risk Management for Changing InterestRates: ALM anration Techniques-ALM的理解答案析述错误，述的就是Yielcurve的定义how market interest ratesffer varying term (time) to maturity. the timing of cash flows expectefrom a security这句话怎么理解呢

2023-04-29 22:23 1 · 回答

NO.PZ2020042003000084 同标题

2022-01-25 10:57 1 · 回答

es not tell the possibilityof a change in the curve’s shape any time. The yielcurve es not tellthe timing of cash flows expectefrom a security. Theyielcurve es not tell the how market interest rates ffer varying term(time) to maturity. 考点对Risk Management for Changing InterestRates: ALM anration Techniques-ALM 的理解 答案解析 述错误，述的就是Yielcurve的定义how market interest ratesffer varying term (time) to maturity. 想问下这个知识点对应讲义的第几页？

2021-10-26 20:51 1 · 回答