NO.PZ2021030502000020
问题如下:
Which of the following is not LIBOR's advantages ?
选项:
A.LIBOR has been used since the mid-1980s, everyone is comfortable with it B.There are 10 maturities out to 12 months for dollar LIBOR, compared to one for overnight SOFR. C.LIBOR incorporates a bank credit risk premium, and LIBOR-linked assets naturally incorporate some hedge for bank funding risk. D.LIBOR has a deep, liquid market.解释:
D is correct
LIBOR相对SOFR来说缺乏流动性很好的市场。所以D选项的描述是错误的。
有一题which of the following statements about SOFR is incorrect?答案选项:
A.LIBOR lacks of underlying liquidity, and now SOFR dominates the market
两道题矛盾,一道说LIBOR不缺流动性,一道说LIBOR缺流动性,那么哪个是对的?.