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苏学科2025-05-28 15:40:47
同学您好,感谢您的提问,Tbond是5%等级,定义:Marketable securities with a residual maturity greater than one year if they are claims on sovereign governments or similar bodies with a 0% risk weight,而Tbond就是with a 0% risk weight,因为是国债
Corporate bonds with a rating of AA- or higher and a residual maturity greater than one year. Claims on sovereign governments or similar bodies with a risk weight of 20%,显然要比Tbond的风险要搞高
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