Celestine · 2020年03月07日
* 问题详情，请 查看题干
问题如下：
5. The most appropriate response to Mathews question regarding a spread measure is the:
选项：
A.Z-spread.
B.Treasury-Eurodollar (TED) spread.
C.Libor-OIS (overnight indexed swap) spread.
解释：
C is correct.
The Libor-OIS spread is considered an indicator of the risk and liquidity of money market securities. This spread measures the difference between Libor and the OIS rate.
这题选C的结论是明白的，不过有个小疑问，Libor其实也是一种拆借利率，为什么TED不能反映货币市场的风险呢？
NO.PZ201701230200000205 问题如下 5. The most appropriate response to Mathews question regarng a spremeasure is the: A.Z-sprea B.TEsprea C.MRR–OIS sprea formerly the Libor–OIS sprea C is correct.The MRR–OIS spreis consireincator of the risk anliquity of money market securities. This spremeasures the fferenbetween MRR anthe OIS rate. TEspre反应的银行体系的流动性风险，和MRR-OIS反应的货币市场流动性风险，这两个风险有什么区别？不都是银行的流动性风险吗
B为什么不对呢？不是libor 和 treasury bill 的差反映了liquity 和 cret risk 吗
这题好像没有提期限是否匹配的事儿啊，为啥要选LIBOR-OIS呢？
