Kukiyo
2023-03-07 22:32請(qǐng)問(wèn)這里的costoffund是什么?和NIM及NII有什么關(guān)系呢?
所屬:FRM Part II > Liquidity and Treasury Risk Measurement and Management 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
ES助教
2023-03-13 17:19
該回答已被題主采納
同學(xué),你好
cost of fund是融資成本
1. NII—— net interest income
1.1 NII = Interest income from loans and investments - Interest expense on deposits and other borrowed funds
2. NIM—— net interest margin
1.2 NIM=Net interest income / Total earning assets=NII / Total earning assets
因?yàn)榧僭O(shè)cost of fund恒定不變,所以在1.1式中,被減數(shù)不變
IR ↑,所以在1.1式中,減數(shù) ↑
NII & NIM均 ↑
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回復(fù)ES:老師,被減數(shù)不變,減數(shù)上升,差也能上升?
