PTT職涯區 / CFAiafeFSA (精算師/基金經理人/銀行家)

[問題] 信用衍生性商品

看板CFAiafeFSA (精算師/基金經理人/銀行家)作者 (快點開學吧)時間17年前 (2008/03/14 06:05), 編輯推噓1(1推 0噓 7→)
留言8則, 3人參與, 最新討論串1/1
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!! -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 129.234.226.20
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03/14 06:10, , 1F
I guess it depends on the asset character in your
03/14 06:10, 1F
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03/14 06:12, , 2F
portfolio, thus use correct instrument to "protect"
03/14 06:12, 2F
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03/14 06:13, , 3F
the portfolio ....
03/14 06:13, 3F
推
03/14 18:02, , 4F
My approach will be to assume you have a fixed
03/14 18:02, 4F
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03/14 18:03, , 5F
income portfolio. How you use credit derivatives
03/14 18:03, 5F
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03/14 18:03, , 6F
to implement the portfolio, match liability etc.
03/14 18:03, 6F
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03/14 18:04, , 7F
liability matching, duration management and hedging
03/14 18:04, 7F
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03/16 06:42, , 8F
謝謝你門~^^
03/16 06:42, 8F
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