[二級流動性風險] 短期的債券他收到的利息應該是固定的呀，不管市場上的利率怎么變，他收到的收益利息應該是一樣的呀，所以這兩個不應該都保持不變嗎？

eleven11 發(fā)布于：2024-10-30 14:57:17 瀏覽27次   FRM FRM Part II
A bank has a portfolio of short-term bonds. Holding the bank\'s earning assets and cost of funds constant in a rising interest rate environment the bank\'s: A. Nll and NIM will remain steady. B. Nll and NIM will decline. C. Nll and NIM will increase. D. Nll will decrease and NIM will increase.解析The short-term bonds (assets) will reprice while the cost of funds holds steady increasing Nll and NIM.
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鐘老師 發(fā)布于2024-10-31 10:05:47

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