为什么对于Interest-sensitive assets>interest sensitive liabilities (asset sensitive),Losses if interest rates fall because the net interest
margin will be reduced.?如何理解NIM减少?
已回答
为什么预测是Rising market interest rates时,要让Best interest sensitive GAP position to be in Positive?预测是Falling是,是Negative?
已回答
可以解释一下这句话什么意思吗, 不是很理解Eventually, for a credit portfolio containing a very large number of
independent small positions, the probability converges to 100 percent
that the credit loss will equal the expected loss. The portfolio then has
zero volatility of credit loss, and the Credit VaR is zero.