问题如下图:
选项:
A.
B.
C.
D.
解释:
这题是不是应该选B而不是C?另外想问一下什么是near-term slope?
orange品职答疑助手 · 2018年09月26日
答案选C,问的是累计违约概率的图形,它是单调非减的。near term表示短期、近期,和short-term类似。所以near term slope即短期的违约概率的斜率的意思。因为1年期(本题中的最短期)的spreads最贵,所以近期的违约概率是最高的,所以它在近期的斜率应该是最高的
阿44 · 2018年09月26日
可是解析第一句说的是downward 啊
orange品职答疑助手 · 2018年09月27日
那个是CDS spreads的cruve,和题目问的default distribution不相干呀
zjcjrd · 2020年03月06日
老师,你说题目default distribution和spread curve不相干,但是问slope的时候又考虑的是spread curve的样子
NO.PZ2016082405000030 analyst is stuing the C sprecurve for establishecompany. The 1-, 3- an5-yesprea are 400 bps, 200 bps, an150 bps, respectively. Whiof the following interpretations of the ta is most likely correfor the shape of the fault stribution? fault stribution Near-Term Slope Upwarsloping flslope wnwarsloping steep slope Upwarsloping steep slope wnwarsloping flslope C The C sprea incate a wnwarsloping sprecurve. Note ththe cumulative stribution of fault is always increasing regaress of the slope of the sprecurve. In aition, sinthe short-term probability of fault is relatively high, the slope in the neterm of the fault stribution function is relatively steep. 题目也没有说是问cumulative啊,我理解撑了marginfault stribution不行么
NO.PZ2016082405000030 wnwarsloping steep slope Upwarsloping steep slope wnwarsloping flslope C The C sprea incate a wnwarsloping sprecurve. Note ththe cumulative stribution of fault is always increasing regaress of the slope of the sprecurve. In aition, sinthe short-term probability of fault is relatively high, the slope in the neterm of the fault stribution function is relatively steep. 不懂这题考的是什么??求详细解答
wnwarsloping steep slope Upwarsloping steep slope wnwarsloping flslope C The C sprea incate a wnwarsloping sprecurve. Note ththe cumulative stribution of fault is always increasing regaress of the slope of the sprecurve. In aition, sinthe short-term probability of fault is relatively high, the slope in the neterm of the fault stribution function is relatively steep. Sprea来越小不是应该越来越平缓吗?
analyst is stuing the C sprecurve for establishecompany. The 1-, 3- an5-yesprea are 400 bps, 200 bps, an150 bps, respectively. Whiof the following interpretations of the ta is most likely correfor the shape of the fault stribution? fault stribution Near-Term Slope Upwarsloping flslope wnwarsloping steep slope Upwarsloping steep slope wnwarsloping flslope C The C sprea incate a wnwarsloping sprecurve. Note ththe cumulative stribution of fault is always increasing regaress of the slope of the sprecurve. In aition, sinthe short-term probability of fault is relatively high, the slope in the neterm of the fault stribution function is relatively steep. 老师看答案的,还是觉得是b哇,讲义中纵轴就是fault stribution 啊
老师,这个题目为啥是看累计分布?题目也没说啊