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沪上小王子 · 2023年11月12日

主观题中考到计算，如何使用公式编辑器

  1. CFA III
  2. 机构IPS

NO.PZ2019100901000018

问题如下：

Meura Bancorp, a US bank, has an equity capital ratio for financial assets of 12%. Meura’s strategic plans include the incorporation of additional debt in order to leverage earnings since the current capital structure is relatively conservative. The bank plans to restructure the balance sheet so that the equity capitalization ratio drops to 10% and the modified duration of liabilities is 1.90. The bank also plans to rebalance its investment portfolio to achieve a modified duration of assets of 2.10. Given small changes in interest rates, the yield on liabilities is expected to move by 65 bps for every 100 bps of yield change in the asset portfolio.

Calculate the modified duration of the bank’s equity capital after restructuring. Show your calculations.

选项：

解释：

The modified duration of the bank’s equity capital after restructuring is 9.89 years:


考试系统的公式编辑器，未来是否会有专项辅导，在平时练习中如何练习使用？

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已采纳答案

lynn_品职助教 · 2023年11月13日

嗨，从没放弃的小努力你好：


考试系统的公式编辑器，未来是否会有专项辅导，在平时练习中如何练习使用？


目前已经不用担心啦


图片来源：[官方指南｜2023年2月CFA®考试考前提醒（二）：考试流程、个人物品携带、常见问题](https://mp.weixin.qq.com/s/UopA-Mc-oT8NQ8p38n5X8Q)

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NO.PZ2019100901000018 问题如下 Meura Bancorp, a US bank, hequity capitratio for financiassets of 12%. Meura’s strategic plans inclu the incorporation of aitionin orr to leverage earnings sinthe current capitstructure is relatively conservative. The bank plans to restructure the balansheet so ththe equity capitalization ratio ops to 10% anthe mofieration of liabilities is 1.90. The bank also plans to rebalanits investment portfolio to achieve a mofieration of assets of 2.10. Given small changes in interest rates, the yielon liabilities is expecteto move 65 bps for every 100 bps of yielchange in the asset portfolio.Calculate the mofieration of the bank’s equity capitafter restructuring. Show your calculations. The mofieration of the bank’s equity capitafter restructuring is 9.89 years: The mofieration of the equity capitafter restructuring is 9.89years.

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