NO.PZ2018123101000029
问题如下:
Which of the following spread measures could be used as a good indicator of the risk and liquidity of money market securities.
选项:
A.Z-spread.
B.TED spread.
C.MRR-OIS spread.
解释:
C is correct.
考点:TED Spread and MRR–OIS Spread
解析:MRR-OIS利差被视为货币市场证券风险和流动性的指标。
B不是也可以衡量风险和流动性吗?看之前的回答感觉没回答到点上