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苏·Xu · 2020年10月19日

问一道题：NO.PZ2018070201000030 [ CFA I ]

  1. CFA I
  2. Portfolio

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.

根据讲义118页定义，liquidity risk是由市场降级或市场参与者不足导致的，二者都是市场的变化，这样理解C哪里不正确了？
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1 个答案

丹丹_品职答疑助手 · 2020年10月19日

嗨，爱思考的PZer你好：


同学你好，c选项更侧重于说是market risk，Market risk is the risk that arises from movements in interest rates, stock prices, exchange rates, and commodity prices

请知悉


-------------------------------
努力的时光都是限量版，加油！


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