作者Eviette (快點開學吧)
看板CFAiafeFSA
標題[問題] 信用衍生性商品
時間Fri Mar 14 06:05:02 2008
想請問一下大家
我報告有一題:evaluate the strategies of using credit derivatives
in portfolio management.
想問一下白話的講
他是要我評估衍生性信用商品在credit risk management嗎?
因為portfolio management的範圍這麼廣大.
謝謝大家!!
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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:謝謝你門~^^ 03/16 06:42