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AnnaZ · 2024年04月10日

问一个知识点

  1. CFA III
  2. GIPS

NO.PZ2022010601000005

问题如下：

F manages the securities investment portfolio for company G. The cash held in the investment portfolio is invested by the existing custodian bank of Company G, that is, F does not control this cash investment. Does F have to include cash and cash equivalents in the calculation of portfolio returns?

选项：

A.

Yes

B.

No, the cash is not controlled by F

C.

No, F does not have discretion over the selection of the custodian

解释：

A is correct.

The GIPS standards state, “Returns from cash and cash equivalents must be included in all return calculations, even if the firm does not control the specific cash investment(s).”

现金和现金等价物的回报必须包括在所有回报计算中，即使公司不控制特定的现金投资。

记得讲课里面有一个地方是说如果外部机构不是manager可以决策选择的，或者盈利方式不是manager能决定的，就不能放到composite里，那个知识点是哪里呢？


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1 个答案

伯恩_品职助教 · 2024年04月10日

嗨，从没放弃的小努力你好：


在这一节Composite Time-Weighted Return Calculations

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加油吧，让我们一起遇见更好的自己！

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NO.PZ2022010601000005 问题如下 F manages the securities investment portfolio for company G. The cash helin the investment portfolio is investethe existing custobank of Company G, this, F es not control this cash investment. es F have to inclu cash ancash equivalents in the calculation of portfolio returns? A.Yes B.No, the cash is not controlleF C.No, F es not have scretion over the selection of the custo A is correct. The GIPS stanr state, “Returns from cash ancash equivalents must incluin all return calculations, even if the firm es not control the specific cash investment(s).” 现金和现金等价物的回报必须包括在所有回报计算中，即使公司不控制特定的现金投资。 custo 公司不是由G指定的么，F没权决定在哪托管，不是不应该算进asset里面吗

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