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Timbercc · 2022年02月01日

这是2022年新考纲的内容吗？

  1. CFA III
  2. Fixed Income

NO.PZ2021120102000015

问题如下：

Which of the following statements about credit spread measures is most accurate?

选项：

A.

The DM is the yield spread over the MRR established upon issuance to compensate investors for assuming an issuer’s credit risk.

B.

The Z-DM will be above the DM if the MRR is expected to remain constant over time.

C.

The yield spread for a corporate bond will be equal to the G-spread if the government benchmark yield curve is flat.

解释：

C is correct.

The yield spread is the simple difference between a bond’s all-in YTM and a current on-the-run government bond of similar maturity, while the G-spread is an interpolation of government benchmark yields. If the government bond yield curve is flat, these two measures will equal one another.

这是2022年新考纲的内容吗？

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2 个答案

pzqa015 · 2022年02月19日

嗨，爱思考的PZer你好：


R14 credit strategier章节中 第三部分credit spread measure中的float rate bond

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加油吧，让我们一起遇见更好的自己！

pzqa015 · 2022年02月02日

嗨，从没放弃的小努力你好：


是的，是新考纲的内容

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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