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冰霄 · 2022年04月11日

D选项没明白意思

  1. FRM II
  2. Liquidity and Treasury Risk

NO.PZ2020042003000091

问题如下：

Net interest margin of a financial-service provider is influenced by multiple factors, which of the following statements is NOT correct?

选项：

A.

the spread between borrowing costs and interest revenues is constant, thus the net interest margin is influenced by the volume of assets and liabilities.

B.

Net interest margin is influenced by changes in the volume of interest-bearing assets a financial institution holds

C.

Net interest margin is influenced by changes in interest-bearing liabilities that are used to fund earning assets.

D.

Net interest margin is influenced by changes in the mix of assets and liabilities that management draws upon.

解释：

考点：对Risk Management for Changing Interest Rates: ALM and Duration Techniques- Protect The Net Interest Margin的理解

答案：A

解析：

选项A错误，Spread不能保持恒定，A选项说的Constant错误。

Net interest margin is influenced by changes in the mix of assets and liabilities that management draws upon. 请问这句话是什么意思哈

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1 个答案

李坏_品职助教 · 2022年04月11日

嗨，从没放弃的小努力你好：


这句话意思是：利息收益是被银行管理过程中积累的资产和负债一起影响的。net interest margin就是银行的利息收入（贷款利息）减去利息支出（存款利息），所以这个变量是同时被asset和liability影响的。

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