許同學(xué)
2022-08-04 11:10老師,casebook里有一題:Credit spread will tighten, sell 3 yr AAA corp bond, buy 30 yr AAA corp bond, risk? Spread tighten, long term interest rate could increase. Thus, price increase from spread tightening could be offset by price decrease form yield curve shift. 為什么利差收緊,長(zhǎng)期利率上升?謝謝!
所屬:CFA Level III > Fixed-Income Portfolio 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
Nicholas助教
2022-08-04 11:41
該回答已被題主采納
同學(xué),早上好。
通常經(jīng)濟(jì)向好的時(shí)候資金需求增加,因此利率上升,但是信用利差縮窄;反之,經(jīng)濟(jì)向差的時(shí)候資金需求減少,利率下降,信用利差擴(kuò)大。
