NO.PZ2020042003000057
问题如下:
The following statements are about theeffect of liquidity options on the bank. About the effects, which of thefollowing is NOT correct?
选项:
A.
A liquidity impact on the balance sheet by theamount withdrawn or repaid.
B.
The liquidity impact can bequite substantial if the deposit has a big notional.
C.
A financial impact by the difference between the contract’s interestrates, credit spread and the market level of the same variables at the time theliquidity option is exercised, applied on the withdrawn or repaid amount.
D.
The liquidity effects of liquidity options canbe hedged by a mixture of standard and statistical techniques.
解释:
考点:对Liquidity Options的理解
答案:D
解析:
选项ABC的描述正确,关于D选项,正确的应该为:The financial effects of liquidity options can be hedged by amixture of standard and statistical techniques.
可以详细讲解下这道题吗