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holicess · 2020年08月23日

问一道题:NO.PZ2020042003000001

问题如下:

Which of the following statement about Liquidity risk is not correct?

选项:

A.

An asset is said to be liquid if it is “near” or a good substitute for cash.

B.

Transaction liquidity risk is the risk of moving the price of an asset adversely in the act of buying or selling it.

C.

A market is said to be liquid if market participants can put on or unwind positions.

D.

An asset is said to have a liquidity premium if its price is lower and expected return higher because it isn’t perfectly liquid.

解释:

考点:对Liquidity risk的概念理解

答案:C选项表述错误,本题选C

解析:

Liquid Market在买卖资产时,有以下限制条件:put on or unwind positions quickly, without excessive transactions costs and without excessive price deterioration.

老师,想问下D选项,为什么资产的流动性不好,价格低,预期收益率会高呢?

1 个答案
已采纳答案

小刘_品职助教 · 2020年08月23日

同学你好,

一般来说,资产的流动性不好,就会导致价格低,这就是流动性溢价,因为价格低,这样投资者持有的收益率就会高了。

比如债券,一般新发行交易活跃的国债假设是2%,那相似期限存续的老国债收益率可能会到2.2%,这20BP就是所谓的流动性溢价,2.2%的收益率是比2% 更高的。

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