作者Eviette (快点开学吧)
看板CFAiafeFSA
标题[问题] 信用衍生性商品
时间Fri Mar 14 06:05:02 2008
想请问一下大家
我报告有一题:evaluate the strategies of using credit derivatives
in portfolio management.
想问一下白话的讲
他是要我评估衍生性信用商品在credit risk management吗?
因为portfolio management的范围这麽广大.
谢谢大家!!
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1F：→ Weisley:I guess it depends on the asset character in your 03/14 06:10
2F：→ Weisley:portfolio, thus use correct instrument to "protect" 03/14 06:12
3F：→ Weisley:the portfolio .... 03/14 06:13
4F：推 slowtakumi:My approach will be to assume you have a fixed 03/14 18:02
5F：→ slowtakumi:income portfolio. How you use credit derivatives 03/14 18:03
6F：→ slowtakumi:to implement the portfolio, match liability etc. 03/14 18:03
7F：→ slowtakumi:liability matching, duration management and hedging 03/14 18:04
8F：→ Eviette:谢谢你门~^^ 03/16 06:42