歡同學(xué)
2022-11-02 21:01A里，風(fēng)險(xiǎn)四種選擇里說對于avoid的風(fēng)險(xiǎn)，就是不做啊，既然不做，那干嘛要選擇衍生品進(jìn)行對沖呢？如果retain所以需要降低風(fēng)險(xiǎn)，用對沖我理解，但是avoid還做mitigate我就不懂了。
所屬：FRM Part I > Foundations of Risk 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
Lucia助教
2022-11-03 09:53
該回答已被題主采納
同學(xué)，你好
Risk Treatment: There are four possibilities for managing risk:
? Risk avoidance: Risks that are not congruent with stated policy should be avoided.
? Risk transfer: Risks that can be transferred to a third party.
? Risk mitigate: Risks can be mitigated by reducing exposure, frequency, and severity.
? Risk retention: The risk is can be retained within the firm 's risk appetite.
衍生品最重要的作用就是幫助投資者轉(zhuǎn)移風(fēng)險(xiǎn)，通過套期保值方式（對沖）能夠做到風(fēng)險(xiǎn)轉(zhuǎn)移或者風(fēng)險(xiǎn)規(guī)避。如CDS，買CDS相當(dāng)于買了一個(gè)保險(xiǎn)，可以將風(fēng)險(xiǎn)轉(zhuǎn)移給第三方機(jī)構(gòu)。
0
0
0
0
