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宋宋 · 2018年09月12日

问一道题：NO.PZ2018062016000002 [ CFA I ]

  1. CFA I
  2. Quantitative

这里的default risk premium是什么意思？

问题如下图：

    

选项：

A.

B.

C.

解释：



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1 个答案

菲菲_品职助教 · 2018年09月12日

同学你好，default risk premium指的是违约风险溢价。在这道题目中，Bond A是AAA级别，Bond B是B+级别，这里的级别指的是信用评级。Bond A的级别属于高质量债券，信用比较好，所以违约风险较低；而Bond B的级别属于高收益债券，又称为垃圾债券，信用评级低，信用较差，违约风险较高。所以这两个债券之间最有可能存在的是违约风险溢价。 

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