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徜徉 · 2023年02月25日

关于B

  1. CFA I
  2. Portfolio

NO.PZ2018070201000030

问题如下：

Which of the following is closely associated with liquidity risk?

选项：

A.

The default probability.

B.

Uncertainty of the valuation spread.

C.

The variable financial market.

解释：

B is correct.

The liquidity risk is caused by uncertainty of valuation spread. The risk is that this spread cost might increase dramatically as a result of either changing market conditions or attempting to maintain a position significantly larger than the normal trading volume for the stock.

看到了老师对于B的翻译，依然不理解为什么选B

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pzqa27 · 2023年02月25日

嗨，从没放弃的小努力你好：


比如我们用人民币换美金，银行都是给我们一个bid的价格和一个ask的价格，这个bid 和ask价格之间的差距就是spread，这个spread的大小一般主要是受到流动性影响的，比如美元流动性好，那么这个bid ask spread就窄一些，如果我们换某不知名的货币，这种货币流动性不好，bid ask spread就大一些，因此我们在估计spread的时候是要考虑流动性的，所以Uncertainty of the valuation spread.是受到流动性风险的影响的

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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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