[二级流动性风险] 短期的债券他收到的利息应该是固定的呀,不管市场上的利率怎么变,他收到的收益利息应该是一样的呀,所以这两个不应该都保持不变吗?

eleven11 发布于:2024-10-30 14:57:17 浏览34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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钟老师 发布于2024-10-31 10:05:47

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