倪同學(xué)
2022-03-16 16:56老師您好，請問Exchange rates can be used as general risk factors. Zero-coupon bonds are used to map bond positions but are not considered a risk factor. However, the interest rate on those zeros is a risk factor.這句話怎么理解
所屬：FRM Part II > Market 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
Yvonne助教
2022-03-16 17:06
該回答已被題主采納
同學(xué)你好，意思就是匯率和零息債券利率是可以被用來當(dāng)作風(fēng)險(xiǎn)因子的，雖然零息債券可以用來映射，但是它不是風(fēng)險(xiǎn)因子它的利率是風(fēng)險(xiǎn)因子。
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