基礎(chǔ)風(fēng)險(xiǎn)是什么_2024年ACCA考試AFM知識(shí)點(diǎn)

來(lái)源：東奧會(huì)計(jì)在線責(zé)編：牛美琪2024-07-03 09:41:37

無(wú)論才能知識(shí)多么卓著，如果缺乏熱情，則無(wú)異紙上畫餅充饑，無(wú)補(bǔ)于事。acca證書含金量比較高，但考試科目多，難度大。請(qǐng)同學(xué)們認(rèn)真?zhèn)淇肌＝裉煺砹薃FM科目Basis risk（基礎(chǔ)風(fēng)險(xiǎn)）相關(guān)知識(shí)點(diǎn)，詳見正文。

【內(nèi)容導(dǎo)航】

Basis risk-基礎(chǔ)風(fēng)險(xiǎn)

【知識(shí)點(diǎn)】

Basis risk-基礎(chǔ)風(fēng)險(xiǎn)

Basis risk occurs when the basis does not diminish at a constant rate. In this case, if a futures contract is held till it matures then there is no basis risk because at maturity the derivative price will equal the underlying asset’s price.

However, if a contract is closed out before maturity (here the September futures contracts will be closed one months prior to expiry) there is no guarantee that the price of the futures contract will equal the predicted price based on basis at that date.

不好的書告訴錯(cuò)誤的概念，使無(wú)知者變得更無(wú)知。以上就是為大家整理的AFM科目考試知識(shí)點(diǎn)了，2024年9月acca考試在即，請(qǐng)大家認(rèn)真?zhèn)淇肌?/span>

注：以上來(lái)自24年基礎(chǔ)精講班-白默第49講

（本文為東奧會(huì)計(jì)在線原創(chuàng)文章，僅供考生學(xué)習(xí)使用，禁止任何形式的轉(zhuǎn)載）

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