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Churning · 2020年03月20日

问一道题:NO.PZ2018062006000049 [ CFA I ]

问题如下:

Which of the following statements regarding the repurchase agreement is correct?

选项:

A.

Repurchase agreements are regulated by the Federal Reserve.

B.

Holding other factors constant, the repo rate will be lower when the repo term is shorter.

C.

Holding other factors constant, the repo rate will be lower when the credit quality is lower.

解释:

B is correct.

Repurchase agreements are not regulated by Federal Reserve. When credit quality is higher, the repo rate will be lower.

老师问下这个b怎么理解呢 之前做到的题不是都是龙term 吗 跟b的说法完全相反
1 个答案

吴昊_品职助教 · 2020年03月21日

Repo rate是回购协议的利率。 1.抵押物的质量越高,repo rate越低。 2. 抵押物期限越短,Repo rate越低。