發(fā)布時(shí)間：2015-09-18 13:56 來(lái)源：高頓網(wǎng)校 我要發(fā)言 [字號(hào)：大 中 小]
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Which of the following is NOT an accurate statement regarding the key rate shift approach in analyzing nonparallel shifts in the yield curve?
A. Key rates are mostly affected by the few rates closest to it.
B. A linear relationship incorporates key changes in rates across key rates.
C. A parallel shift across the yield curve results.
D. Key rate effects are smooth.
Answer:A
A key rate is only affected by the interest rate change at that key rate maturity. A key rate is NOT affected by any interest rate changes at other maturities. However, interest rates at maturities between key rate maturities are affected by a combination of the key rates closest to it.
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