请问a是什么意思

NO.PZ2020042003000059

问题如下：

Which of the following statements is NOT correct?

选项：

The term structure of expected cash flows (TSECF) can be defined the collection, ordered by date, of positive and expected cash flows, up to expiry referring to the contract with the longest maturity

The term structure of cumulated expected cash flows (TSECCF) is the collection of expected cumulated cash flows, starting at t0 and ending at tb, ordered by date

Liquidity generation capacity is the ability of a bank to generate positive cash flows beyond contractual ones from the liquidity available in the B/S and off the B/S at a given date.

The TSECCF is positive at all times.

解释：

考点：对Quantitative Liquidity Risk Measures的理解

答案：D

解析：

D选项错误，最完美的状态是保持TSECCF一直是正数，这样就意味着Positive cash flows能够足额Cover negative cash flows。但是存在TSECCF是负数的情况。

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DD仔_品职助教 · 2023年03月14日

嗨，从没放弃的小努力你好：

同学你好，

A说的直接就是TSECF讲义上的定义：

TSECF是一组根据日期排序的预期现金流集合，这些现金流的发生时间是直至产品到期。
比如说三年期的债券，本金100，coupon10，那么TSECF就是1时刻10，2时刻10，三时刻110

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请问a是什么意思

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