plank
2022-11-04 18:02loss spiral 是杠桿率的分子減小分母不變嗎?margin spriral是分母減小嗎?margin是分子分母里都包含嗎
所屬:FRM Part I > Foundations of Risk Management 視頻位置 相關試題
來源: 視頻位置 相關試題
1個回答
Lucia助教
2022-11-07 14:23
該回答已被題主采納
同學你好,我不明白你問的是什么意思
Loss Spiral
Decline in the value of assets ? eroding the investors’ net worth ? selling for money ? these sales depressing the price further ? inducing more selling.
Margin/haircut Spiral
As margins or haircuts rise ? the investor has to sell more assets ? a lower price ? increasing margins further and forcing more sales.
