-
FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
专场人数:3299提问数量:62005
老师您好,看原版书中,遇到一些段落不知该如何理解,烦请老师讲一下其中的一些要领 1 But in complex portfolios of interest-rate sensitive assets, many different kinds of exposure can arise from differences in the maturities and reset dates of instruments and cash flows that are assetlike (i.e„ 'longs') and those that are liability-like (i.e., “shorts”). 2 In particular, “curve” risk can arise in portfolios in which long and short positions of different maturities are effectively hedged against a parallel shift in yields, but not against a change in the shape of the yield curve. 3 Default risk corresponds to the debtor's incapacity or refusal to meet his/her debt obligations, whether interest or principal payments on the loan contracted, by more than a reasonable relief period from the due date, which is usually 60 days in the banking industry.
已回答精品问答
- 为什么这里横纵坐标相加不等于1
- PCA解释因子的计算是什么公式?P C有什么性质可以详细解释一下吗?
- 这题没懂,涉及的知识点能给详细、系统的讲解一下吗
- 可以详细解释一下多德弗兰克法案是什么内容吗?具体是在哪一章什么知识点涉及的呢?
- 老师 第52题不太懂lending rate 和borrowing rate 以及A和B两个选项
- 我怎么感觉这题不太对呢。特别是C/D两个,都是需要股价上去才可能有利,所以逻辑是一样啊,都是做高业绩,但是C反正都遥遥无期,动力没那么足吧。B现在是平值,就差那一把火就能盈利了所以应该最要努力把业绩做起来吧?A也是,你既然都深度实值了,赶紧卖了得了,还做什么风险管理。这题我都不懂
- Bsm模型中,N(d2)代表行权概率,N(d1)代表什么概率?
- 直接看选项吧,B选项错在哪里?