138****5689
2023-04-22 19:46老師,能給一個CFaR英文的定義嗎?
所屬:FRM Part II > Liquidity and Treasury Risk Measurement and Management 視頻位置 相關試題
來源: 視頻位置 相關試題
1個回答
Will助教
2023-04-23 11:52
該回答已被題主采納
同學你好,解析里的定義Cash flow at Risk (CFaR): The amount of economic losses due to the fact that on a given date the algebraic sum of positive and negative cash flows and of existing cash available at that date, is different from some (desired) expected level.
原版書上的定義也給你找出來了,可以參考一下
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回復Will:老師,這個解析里的定義和選項D不是一樣嗎?
