江同學
2023-04-19 12:47第二個feature 難道不是應該cash inflow to match liability 嗎？謝謝
所屬：CFA Level III > Fixed-Income Portfolio Management 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Simon助教
2023-04-19 13:15
該回答已被題主采納
同學，下午好。
feature 2的意思是使得負債和資產(chǎn)相匹配，是liability-based mandate的特點?？梢钥丛鏁械亩x：Liability-based mandates are managed to match or cover expected liability payments (future cash outflows) with future projected cash inflows.
而cash flow match的定義在原版書中是這樣的Cash flow matching is an immunization approach that attempts to ensure that all future liability payouts are matched precisely by cash flows from bonds or fixed-income derivatives.
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