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六姑娘 · 2021年11月30日

问下c选项

  1. FRM II
  2. Liquidity and Treasury Risk

NO.PZ2020042003000086

问题如下：

which of the following statements about risk premiums is NOT correct?

选项：

A.

When the economy goes into a recession, the default-risk premium will increase

B.

A premium for liquidity risk, as some instruments are more difficult to sell quickly at a favorable price.

C.

Higher inflation reduces purchasing power unless a higher inflation-risk premium.

D.

Call risk is a lender has the right to return a loan early, thus reducing the lender’s expected rate of return if market interest rates have fallen.

解释：

考点：对Risk Management for Changing Interest Rates: ALM and Duration Techniques- Interest Rate Risk的理解

答案：D

解析：

选项D的前半句错误，Call risk是Lender面临资金被提前偿还的风险。前半句改为正确的

为：a borrower has the right to pay off a loan early

这题里面的c选项 inflation-risk premium是什么意思？

怎么会产生这个premium

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1 个答案

李坏_品职助教 · 2021年11月30日

嗨，从没放弃的小努力你好：


C的意思是高通胀会降低购买力，一般在通胀率很高的国家或地区，政府发行国债都会对国债进行贴息之类的操作，为了给国债收益率增加一个premium增加他的吸引力。


上世纪90年代末，我国通胀率很高的时候，国债就实行过贴息的政策，就是增加国债的收益。

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NO.PZ2020042003000086 问题如下 whiof the following statements aboutrisk premiums is NOT correct? When the economy goes into arecession, the fault-risk premium will increase A premium for liquity risk,some instruments are more fficult to sell quickly a favorable price. Higher inflation recespurchasing power unless a higher inflation-risk premium. Callrisk is a lenr hthe right to return a loearly, thus recing thelenr’s expecterate of return if market interest rates have fallen. 考点对Risk Management for Changing InterestRates: ALM anration Techniques- Interest Rate Risk的理解答案析前半句错误，Call risk是Lenr面临资金被提前偿还的风险。前半句改为正确的为a borrower hthe right to poff aloearly 为啥会降低投资人对利率的预期

2024-04-07 16:29 1 · 回答

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2023-10-29 09:39 1 · 回答

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2021-09-22 08:41 1 · 回答

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