NO.PZ201512181000007105
问题如下:
The estimate requested in Analysis 2 is best described as:
选项:
A.liquidity gap.
surplus at risk.
maximum drawdown.
解释:
B is correct. Analysis 2 describes surplus at risk. Surplus at risk is an application of VaR; it estimates how much the assets might underperform the liabilities with a given confidence level, usually over a year.
这个题目老师可以再给归纳一下吗