开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

肥橘正在考三级 · 2020年08月18日

问一道题:NO.PZ201812020100000401

* 问题详情,请 查看题干

问题如下:

The investment process followed by DFC’s previous fixed-income manager is best described as:

选项:

A.

asset-driven liabilities.

B.

liability-driven investing.

C.

asset–liability management.

解释:

C is correct.

Asset–liability management strategies consider both assets and liabilities in the portfolio decision-making process. Mowery notes that DFC’s previous fixed-income manager attempted to control for interest rate risk by focusing on both the asset and the liability side of the company’s balance sheet. The previous manager thus followed an asset–liability management strategy.

请问一下,这是哪里的知识点啊?

1 个答案

WallE_品职答疑助手 · 2020年08月18日

同学你好,

在基础班讲义P71

Liability Driven Investing and Classification of Liabilities