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2022-09-08 09:46官網(wǎng)題Sabonete Case Scenario第三題，為什么decline in short term interest rates不會導致funded ratio變差呢？
所屬：CFA Level III > Asset Allocation and Related Decisions in Portfolio 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
Johnny助教
2022-09-08 14:34
該回答已被題主采納
同學你好，funded ratio是你的資產(chǎn)價值和負債價值之比，你現(xiàn)在資產(chǎn)和負債都是1萬元，那利率下降的話，你手中擁有的資產(chǎn)還是1萬元，之后要還的負債也依舊是1萬元，沒有變化。
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追問
官網(wǎng)是這么解釋的，沒看懂
A decline in short-term interest rates is least likely to affect SPP’s funded status, because liabilities are discounted using 10-year rates. In addition, it is highly likely that only a small proportion of the fixed-income assets would be invested in short-term assets given the long-term nature of the liabilities. -
追答
同學你好，這邊我去查閱下官網(wǎng)題后會私信回復你
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