王同學
2018-01-26 10:04老師您好，看原版書中，遇到一些段落不知該如何理解，煩請老師講一下其中的一些要領(lǐng) 1 But in complex portfolios of interest-rate sensitive assets, many different kinds of exposure can arise from differences in the maturities and reset dates of instruments and cash flows that are assetlike (i.e? 'longs') and those that are liability-like (i.e., “shorts”). 2 In particular, “curve” risk can arise in portfolios in which long and short positions of different maturities are effectively hedged against a parallel shift in yields, but not against a change in the shape of the yield curve. 3 Default risk corresponds to the debtor's incapacity or refusal to meet his/her debt obligations, whether interest or principal payments on the loan contracted, by more than a reasonable relief period from the due date, which is usually 60 days in the banking industry.
所屬：FRM Part I 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Galina助教
2018-01-26 15:19
該回答已被題主采納
同學你好，麻煩請說明一下上下文以及原版書相關(guān)頁數(shù)，以便更加清楚的為你解答。
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