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ZhouJo · 2021年05月09日

B和C错哪里能说下吗

NO.PZ2020021601000008

问题如下:

Ivan Paulinic, an analyst at a large wealth management firm, meets with his supervisor to discuss adding financial institution equity securities to client portfolios. Paulinic focuses on Vermillion Insurance (Vermillion), a property and casualty company, and Cobalt Life Insurance (Cobalt).

Paulinic’s analysis of the two insurance companies most likely indicates that:

选项:

A.

Cobalt has more-predictable claims than Vermillion.

B.

Cobalt has a higher capital requirement than Vermillion.

C.

Vermillion’s calculated risk-based capital is more sensitive than Cobalt’s to interest rate risk.

解释:

A is correct.

Claims associated with life and health insurance companies (Cobalt) are more predicable than those for property and casualty insurance companies (Vermillion). Property and casualty insurers’ claims are more variable and “lumpier” because they arise from accidents and other unpredictable events, whereas life and health insurers’ claims are more predictable because they correlate closely with relatively stable actuarially based mortality rates when applied to large populations.

题目的选项B和C错哪里能说下吗

1 个答案

纠纠_品职答疑助手 · 2021年05月10日

嗨,从没放弃的小努力你好:


B的意思是说Cobalt 比Vemillion的资本要求高。

Vemillion是财险公司 Cobalt是寿险公司,寿险公司的现金流更加可预测些,所以对资本的要求比较低。


C的意思是说Vemillion 这家风险资产比Cobalt 这家公司对利率风险更敏感

寿险流动性要求没有财险公司高,所以投资都是长期资产偏多,期限越长,利率风险越高,对利率更敏感,所以C反了。


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