NO.PZ2020011303000198
问题如下:
What are the components of the P&L decomposition?
解释:
The components of the P&L decomposition are (a) the carry roll-down, (b) the impact of rates being different from those assumed in the carry roll-down, and (c) the impact of spread changes. Financing costs and the changes in accrued interest could be additional components.
题目问:P&L的分解都有哪些部分? (a) 利差下调, (b) 利率的影响不同于利差下调中假设的利率, 以及 (c) 点差变化的影响。融资成本和应计利息的变化可能是额外的组成部分。
请问这是基础课程哪里课程