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IreneZz · 2022年10月23日

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NO.PZ2020042003000040

问题如下:

At times, large dealer banks have financed significant fractions of their assets using short-term (often overnight) repurchase agreements in which creditors held bank securities as collateral against default losses. The table below shows the quarter-end financing of four broker-dealer financial instruments. All values are in USD billions.

In the event that repo creditors become equally nervous about each bank’s solvency, which bank is most vulnerable to a liquidity crisis?

选项:

A.

Bank A

B.

Bank B

C.

Bank C

D.

Bank D

解释:

考点:对The Failure Mechanics of Dealer Banks的理解

答案: 选项B正确。

解析:

Not pledged assetsFinancial instruments owned里的占比越高代表在Liquidity crisis时越安全,相反,如果Not pledged assetsFinancial instruments owned里的占比越低,则代表越Vulnerable。因为B银行的占比最低,因此在Liquidity crisis时,他是Most vulnerable



1 个答案
已采纳答案

pzqa27 · 2022年10月23日

嗨,爱思考的PZer你好:


我把这个题给您截图附在下面了

这个题后台显示正常,我又去前台测试了下也是正常显示的,同学可以使用PC端的EDGE 或者chrome打开试试

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!