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一只可爱的猪 · 2021年09月14日

C是什么?

* 问题详情,请 查看题干

NO.PZ201812020100000401

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.

我们分类里不是只有A和B吗?然后我看到,这个公司是ASSet 管理公司,那主营业务不是Asset吗?那不是应该是A吗


梁 · 2022年02月26日

提干这样写Compton explains that, in contrast, SD&R’s investment process first analyzes the size and timing of client liabilities, then builds an asset portfolio based on the interest rate sensitivity of those liabilities. 我理解成libality 优先 为什么不能是B 是因为题干说首先两者都考虑吗

2 个答案

pzqa015 · 2022年02月27日

嗨,从没放弃的小努力你好:


是的,因为题干说了考虑负债和资产,所以是ALM

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pzqa015 · 2021年09月14日

嗨,爱思考的PZer你好:


同学你好,请注意读题:题干说previous fixed income manager focused on the interest rate sensitivities of assets and liabilities when making asset allocation decisions.

这道题问previous manager用什么方法,显然,这句话描述的是ALM方法,ALM方法从资产和负债两个维度共同出发,分析收益率变动对二者的影响。

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