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gslzm2022-09-08 09:46:13

官网题Sabonete Case Scenario第三题,为什么decline in short term interest rates不会导致funded ratio变差呢?

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Johnny2022-09-08 14:34:17

同学你好,funded ratio是你的资产价值和负债价值之比,你现在资产和负债都是1万元,那利率下降的话,你手中拥有的资产还是1万元,之后要还的负债也依旧是1万元,没有变化。

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官网是这么解释的,没看懂 A decline in short-term interest rates is least likely to affect SPP’s funded status, because liabilities are discounted using 10-year rates. In addition, it is highly likely that only a small proportion of the fixed-income assets would be invested in short-term assets given the long-term nature of the liabilities.
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同学你好,这边我去查阅下官网题后会私信回复你

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