幸同學(xué)
2025-05-27 10:41treasury bonds怎么看是5%那一檔還是20%那一檔呢 說一下兩檔內(nèi)容怎么看
所屬:FRM Part II > Liquidity and Treasury Risk Measurement and Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
蘇學(xué)科助教
2025-05-28 15:40
該回答已被題主采納
同學(xué)您好,感謝您的提問,Tbond是5%等級(jí),定義:Marketable securities with a residual maturity greater than one year if they are claims on sovereign governments or similar bodies with a 0% risk weight,而Tbond就是with a 0% risk weight,因?yàn)槭菄鴤?br/>
Corporate bonds with a rating of AA- or higher and a residual maturity greater than one year. Claims on sovereign governments or similar bodies with a risk weight of 20%,顯然要比Tbond的風(fēng)險(xiǎn)要搞高
