王同學(xué)
2020-11-11 11:43怎么判斷這個是壓力情況下
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個回答
Cindy助教
2020-11-13 11:34
該回答已被題主采納
同學(xué)你好,題目有說We want to measure the cost of liquidity under stressed market conditions; aka, we will assume a worstcase volatile spread rather than a static spread.所以這應(yīng)該是讓我們計算壓力下的LC
