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一只可爱的猪 · 2020年03月24日

问一道题:NO.PZ2018070201000030

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.

为什么不是C

1 个答案

丹丹_品职答疑助手 · 2020年03月24日

嗨,爱思考的PZer你好:


同学你好,关于流动性的概念,书上有明确记载:This third risk is liquidity risk, which is the risk of a significant downward valuation adjustment when selling a financial asset.
流动性风险指的是卖出金融资产会带来价格下跌的风险。

c选项更符合,market risk的定义:Market risk is the risk that arises from movements in interest rates, stock prices, exchange rates, and commodity prices。

希望可以帮到你。
 


-------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!


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