必应词典为您提供bear-flattening的释义,网络释义: 熊拉平;熊市变平;
所以在(long长期、short短期)时,适当调整权重比例,使得short头寸更大,最终组合的净duration为负。 于是,针对flattening,就是(long长期,short短期)盈利,针对bear就是让long/short的净duration为负,获得negative duration。 最后是bear steepening,针对steepening,短期利率相对下降,长期利率相对上升,盈利的策略就是(long短...
bear flattening是short 短期, 如果是在一条利率曲线上做策略,这条利率曲线发生Bear flattening时,应该是Short 短期、Long长期可以盈利。 但是这道题是涉及2个国家,是在2条利率曲线上找利率做策略,所以这道题不按上面这句的思路哈。这道题说国外的利率发生Bear flattening,实际上是想告诉我们国外的短期利率上升幅度...
Google Share on Facebook Bear Flattener (redirected fromBear Flatteners) A situation in which theyield curveforbondsis flattening. That is, short-terminterest ratesonbondsrise more rapidly than long-term rates so that the two begin to converge, resulting in a flat (or flatter) yield curve wh...
Bear flattening Bunds sees early buying, as equities continues to extend gains. Estoxx (VGH1) is up 13 points at the high. German 5/30s is bull flatter and testing Monday's low. No tier 1 data of note for today, with most of the focus on the ECB and presser. SUPPLIES: Italy ...
Our US Conviction Score improved slightly as credit spreads tightened by 8 bps. Curve flattening by 3 bps, however, partially offset the improving trend. Global credit forecasts have worsened and continue to be negative. Our relative model favors EM over DM. In DM, the model favors ...
回复@Bear_Prince: earnings我觉得只是一个大家risk offload的契机,不是直接的原因。即便是solid beat,也不会大涨;可能会冲高回落但是不会收盘大涨。那天的TUU4还真是从5:30AM开始steadly往上涨,确实是dudley给加了一把劲儿。 同时我想请教一下,我感觉bond前端TU最近这几天涨我可以理解为approaching 7/31大家觉...
Slab flattening 40x48 The 3 packages arrived in good condition. Had to hunt for assembly instructions online as the were not any in packages. Once I found that video I had no trouble with assembly. Had to drill mounting plate as non of the hole patterns fit my Triton router. Have not ...
bear flattening scenarioCFA III Fixed Income 01:24 (2X) 这里的3.1题第一小问里,已知是bear flattening scenario,也就是长期r相对于短期r在下降,按讲义里的策略来说应该是long长期和short短期,长期增加duration,短期减少duration. 然后此题a选项long短期会增加d,不对。b选项是short短期会降低d,正确。c选项...
Generally speaking, a flattening curve signals a bearish economy, much to the detriment of banks, as their funding costs increase. Furthermore, the higher interest rates on short-term bonds tend to produce higher returns than stocks. Rising rates depress short-term bond prices, which rapidly incr...