If a commercial bank wished to improve the liquidity position of its asset portfolio, it should acquire more______.

admin2011-01-24  43

问题 If a commercial bank wished to improve the liquidity position of its asset portfolio, it should acquire more______.

选项 A、consumer loans
B、government securities
C、residential mortgages
D、corporate stocks

答案B

解析 答案为C项。持续期是生息资产在未来产生现金流的时间的加权平均数(weighted average);在其他条件不变的情况下:①债券的期限越长,其持续期越长;②利率上升,附息债券的持续期缩短;③债券的息票率越高,其持续期越短。本题中C项关于持续期的说法有误,故选C项。
转载请注明原文地址:https://jikaoti.com/ti/UjpsFFFM
0

最新回复(0)