Bruce
2020-12-04 20:11請(qǐng)問老師 ,這里為什么選擇c,如何理解,謝謝
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
Cindy助教
2020-12-07 11:43
該回答已被題主采納
同學(xué)你好,NII=net interest income-net interest expense/total assets.NIM=interest income-interest expense
這里,題干控制了net interest expense不變,同時(shí),total earning assets不變,當(dāng)利率上升的時(shí)候,net interest income會(huì)增加,所以NIM和NII會(huì)增加
