張同學(xué)
2022-05-12 16:36老師,reading 28 第 38題,覺得選項C也不對。LIBOR-OIS除了credit risk premium、liquidity premium,不是還有期限不同的溢價嗎?而題目只說indicator of the risk and liquidity
所屬:CFA Level II > Fixed Income 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Essie助教
2022-05-12 18:18
該回答已被題主采納
你好,LIBOR-OIS是LIBOR與隔夜互換指數(shù)OIS利率之間的差額,它是貨幣市場證券的風險和流動性的指標。
這里題目說“She is curious to know whether there is one spread measure that could be used as a good indicator of the risk and liquidity of money market securities during the recent past.”提到了關(guān)鍵詞money market securities,所以LIBOR-OIS就最合適了。
