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33 Currency swaps are: A rarely used. B commonly used to manage interest rate risk. C executed by two parties making a series of interest rate payments in the same currency. currency swap包括currency和interstate rate risk两个risk吗?
已回答老师您好, 在immunization中资产与负债的匹配问题(资产在负债两端, 一前一后)我们之前讨论过, 但是有一个点我没有问到. 结合2017年Q9的问题C, 我来问一下这个问题. 答案中的第三点是"The distribution of the durations of individual portfolio assets must have a wider range than the distribution of the liabilities"我想问的就是, 这里说道的久期的分布要比负债的(什么)广?是maturity还是duration? 这道题看答案应该是"要比负债的maturities分布"广; 但是笔记上一般是将资产与负债的duration相比以观察究竟是reinvestment risk大还是interest risk大(如图). 麻烦老师指点一下谢谢.
精品问答
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