穆同學(xué)
2024-01-19 00:16老師這個(gè)題我在原文中找到相關(guān)的，但是我看不太明白。麻煩解釋一下。這個(gè)官網(wǎng)題錯(cuò)的太多，能在直播里講一下嗎
所屬：CFA Level III > Fixed-Income Portfolio 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
Simon助教
2024-01-22 16:53
該回答已被題主采納
同學(xué)，上午好。此題用到的內(nèi)容如下，關(guān)于section 1，其實(shí)就是判斷這些因子中哪些不是宏觀因子，其中KRD是微觀因子所以section 1描述錯(cuò)誤。
Section 1 shows macro factors that she considers relevant for credit investing and includes corporate profitability, economic growth, currency movements, changes in expected market volatility, key rate durations, and default rates.
然后section，使用平均信用評(píng)級(jí)、平均利差久期、DTS、平均OAS、久期和有效凸性來(lái)進(jìn)行credit portfolio management，是正確的。
Section 2 contains risk measurements that are used for credit portfolio management and includes average credit rating, average spread duration, duration times spread, average OAS, duration, and effective convexity.
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