PaisleyPPx · 2019年12月15日
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.
老师 这里考察的知识点在讲义哪里？
星星_品职助教 · 2019年12月16日
同学你好，
这道题是R55中“identification of risks”的内容。
这部分建议这么记，按照原版书的分类，把risk先分成了financial risk和non-financial risk这两个大类。然后financial risk下主要包括三个：market risk， credit risk和liquidity risk。其余的各种类似legal risk等都属于non-financial risk。按照这个框架逐级区分即可。
所以这道题A选项是credit risk的范畴，C选项更多的是market risk的范畴。B选项指的是spread的大小会有不确定性，这是liquidity risk的内容，因为spread反应了流动性的水平，例如bid-ask spread如果很大，就说明流动性差。加油
sarahjia · 2020年08月03日
请问老师这里说的spread一般指的就是bid-ask spread吗，还是会有好几种
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
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。
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
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？
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.流动性风险跟fault也有比较直接关系吧，为什么A不对？
