謝同學(xué)
2023-03-12 18:43官網(wǎng)case Pacific Points Case Scenario的Q4，為什么Ikeda關(guān)于信用利差期限結(jié)構(gòu)的兩個例子是正確的？原文Ikeda discusses the term structure of credit spreads and notes that the typical term structure of credit spreads is upward sloping, as is the case for Kita. Ikeda also gives two examples of when the credit term structure can be inverted: Example 1: High-yield issuers in cyclical industries at the bottom of a cycle Example 2: Bonds that have a very high likelihood of default。我覺得例子2，當(dāng)曲線倒掛時，短期信用利差上升，風(fēng)險加大
是不是就意味著債券的風(fēng)險及違約可能性加大？
所屬：CFA Level II > Fixed Income 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Danyi助教
2023-03-13 16:18
該回答已被題主采納
同學(xué)你好，
這兩個example本質(zhì)其實描述的就是在經(jīng)濟(jì)危機(jī)的情況下，處于周期底部，并且當(dāng)前的違約風(fēng)險是最大的。
為乘風(fēng)破浪的你【點(diǎn)贊】??讓我們知曉您對答疑服務(wù)的支持~
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