微信扫一扫
实时资讯全掌握
|
Which of the following statements in regard to key rate shifts and bucket shift approaches is FALSE? A. Key rate shifts incorporate a relatively small number of key rates in its analysis. B. The bucket shift approach uses many potential effects within a section of the yield curve. C. Key rate shifts assume changes in rates in and around the chosen key rates. D. The bucket shift approach assumes non-parallel changes in forward rates in the section of the yield curve under investigation. |