增陡交易是指对于同一参考利率的互换，根据互换利率曲线中不同期限的利差相对走势可以构造不同的交易组合。
增陡交易的内容
增陡交易存在现金流不匹配的风险。
这个风险源于平仓交易和增陡交易并不是同时发生，两者之间存在一个时间差。
在这两个交易同时存在的时间段内，现金流是可以匹配。
但在此时间段前后两端，现金流不匹配，前面的现金流入(流出)不一定能弥补后一段的现金流出(流入)。
》》FRM备考资料推荐：FRM一二级电子版资料
-
关于FRM EPP
GARP does not endorse, promote, review or warrant the accuracy of the products or services offered by Golden Education of GARP Exam related information, nor does it endorse any pass rates that may be claimed by Golden Education. Further, GARP is not responsible for any fees or costs paid by the user to Golden Education nor is GARP responsible for any fees or costs of any person or entity providing any services to Golden Education. ERP®, FRM®, GARP® and Global Association of Risk Professionals™, in standard character and/or stylized form, are trademarks owned by the Global Association of Risk Professionals, Inc.
-
与我们交流
微信服务号
微信客服 -
网站导航
- 快捷入口
- 高顿产品
- 高顿服务
- 关于我们
- 联系我们
