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来自:FRM > 二级 > Operational and Integrated Risk Management 2019-11-15 17:07
押题124题,说Management has the ability to influence the correlations between these risks by changing the asset/liability mix。还是不懂,能否举个例子
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融跃FRM答疑老师    2019-11-18 10:05

致精进的你:

通过改变投资组合里的某些资产,改变了资产间的相关系数,改变组合的相关系数。

The real talent is resolute aspirations.
真正的才智是刚毅的志向。

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