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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
原版书31页 If one argues that financial markets are not perfect, then the firm may gain some advantage from hedging its balance sheet. It may have a tax advantage, benefit from economies of scale, or have access to better information about a market than investors. 这些不太懂,资产负债表对冲是怎么给公司带来利益的呢?老师可不可以简单解释一下原理或者举个例子帮助学生理解一下
老师您好,原版书中16/17页,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.
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?