NO.PZ2020042003000067
问题如下:
Which of the following statements is NOTcorrect?
选项:
A.
Liquid asset buffer may bereduced in severe stress, as the liquidity-generating capacity of securitiesincluded in the liquid asset buffer may be reduced in periods of severecondition.
B.
Stressed Liquid Asset Buffer= Normal Liquid Asset Buffer – Stressed Cash Outflow + Stressed Cash Inflows
C.
Prematurelysettled non-contractual maturity obligations can be classified as stressedoutflows
D.
Whenconsidering stressed inflows, we should be aware that stressed inflows may bereduced or limited in a particular stress scenario
解释:
考点:对Measuring Contingent LiquidityRequirements的理解
答案:A
解析:
A选项错误,在计算Liquidasset buffer时,应该确保liquidity-generating capacity在危急时刻不受影响。关于A选项正确的表述为:
Ensure that the liquidity-generatingcapacity of securities included in the liquid asset buffer remains intact evenin periods of severe stress.
不是应该加上可能产生的stressed outflow,减去inflow ,才能保证安全垫足够安全,现金流充足吗?