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pinzhixiaoguo · 2022年11月03日

请问选项D是什么意思，可否翻译并解释一下为什么D是correct？

  1. FRM II
  2. Liquidity and Treasury Risk

NO.PZ2020042003000053

问题如下：

Cash flows can be classified by two main dimensions: time and amount. The following statements are about the taxonomy of cash flows, which of the followings is NOT correct?

选项：

A.

First dimension to classify future cash flows is time, CFs may occur at future instants known with certainty or occur at some random instants in the future (Stochastic time).

B.

Second dimension to consider is the amount, CFs may occur in an amount known with certainty or cannot be fully determined (Stochastic cash flows).

C.

For the fixed-rate bond issued by AA-rated corporation, the bond belongs to the deterministic amount and deterministic time.

D.

When the amount is deterministic, cash flows can be labelled simply as fixed as a result of being set in such a way by the terms of a contract.

解释：

考点：对A Taxonomy of Cash Flows的理解

答案：C

解析：

只有Risk-free的现金流才属于Deterministic amount and Deterministic time，C选项说的AA-rated bond，存在Default risk，因此不属于该类现金流。

请问选项D是什么意思，可否翻译并解释一下为什么D是correct？

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1 个答案

DD仔_品职助教 · 2022年11月04日

嗨，努力学习的PZer你好：


这句话直接考察讲义原文，意思是如果金额是固定的，那么这笔现金流可以简单的归类于是固定的，就类似于在合同里规定好的条款。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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