cash flow matching (nonparallel shift)

CFA Level III
#1

will cash flow matching be able to remove the risk caused by nonparallel shift???

#2

Yes.

#3

yeah… it fits the cash-flow. u dont deal with yield anymore. (bond’s market value is irrelevant)

#4

thanks guys for the confirmation, i know this a week ago but due to some other stuff (ethics, gips are occupying my brain too much) can not be 100% sure on this