开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

廖廖酱 · 2023年03月20日

请教一个问题

NO.PZ2020021601000014

问题如下:

Ivan Paulinic, an analyst at a large wealth management firm, meets with his supervisor to discuss adding financial institution equity securities to client portfolios.

Paulinic gathers data on three national banks that meet initial selection criteria but require further review.

All of the national banks under consideration primarily make long- term loans and source a significant portion of their funding from retail deposits. Paulinic and the rest of the research team note that the central bank is unwinding a long period of monetary easing as evidenced by two recent increases in the overnight funding rate. Paulinic informs his supervisor that:

Statement 1 Given the recently reported stronger- than- anticipated macroeconomic data, there is an imminent risk that the yield curve will invert.

Statement 2 N- bank is very active in the 30- day reverse repurchase agreement market during times when the bank experiences significant increases in retail deposits.

Based on Statement 2, the financial ratio most directly affected is the:

选项:

A.

Tier 2 capital ratio.

B.

net stable funding ratio.

C.

liquidity coverage ratio.

解释:

C is correct.

Reverse repurchase agreements represent collateralized loans between a bank and a borrower. A reverse repo with a 30- day maturity is a highly liquid asset and thus would directly affect the liquidity coverage ratio (LCR). LCR evaluates short- term liquidity and represents the percentage of a bank’s expected cash outflows in relation to highly liquid assets.

Statement 2 N- bank is very active in the 30- day reverse repurchase agreement market during times when the bank experiences significant increases in retail deposits.

老师您好,题目是想问STATEMENT2 这个情况最直接影响那个金融比率是吗?请问下STATEMENT2表述是是否是当银行的零售储户的存款大幅增加时候 N银行在30天的回购协议市场上非常活跃?没太懂要怎么理解这个题目。

1 个答案
已采纳答案

王园圆_品职助教 · 2023年03月21日

嗨,从没放弃的小努力你好:


同学你好,statement 2的意思是“当银行的零售存款大幅增加的时候,N-银行在30天逆回购协议市场中非常活跃。”

30天逆回购市场,回购相当于银行的融资行为,而逆回购就是银行的放贷行为,相当于是银行增加购买了很多30天到期的短期债券——银行的短期高质量资产大幅增加

对应的是以下讲义截图中的第一个公式——分子大幅增加,银行的LCR就会显著的改善——C正确

B说的是截图中第二个公式,但是30天的逆回购属于短期资产,而NSFR衡量的是银行长期资金来源的稳健程度的,和说法2无关,所以B错

A选线说的Tier 2 capital ratioCFA二级中根本没有这个指标,所以是题目凑选项的,不能选


----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

  • 1

    回答
  • 2

    关注
  • 670

    浏览
相关问题

NO.PZ2020021601000014 问题如下 IvPaulinianalyst a large wealth management firm, meets with his supervisor to scuss aing financiinstitution equity securities to client portfolios.Paulinic gathers ta on three nationbanks thmeet initiselection criteria but require further review. All of the nationbanks unr consiration primarily make long- term loans ansoura significant portion of their funng from retail posits. Paulinic anthe rest of the researtenote ththe centrbank is unwinng a long perioof monetary easing evincetwo recent increases in the overnight funng rate. Paulinic informs his supervisor that:Statement 1 Given the recently reportestronger- than- anticipatemacroeconomic tthere is imminent risk ththe yielcurve will invert.Statement 2 N- bank is very active in the 30- y reverse repurchase agreement market ring times when the bank experiences significant increases in retail posits.Baseon Statement 2, the financiratio most rectly affecteis the: A.Tier 2 capitratio. B.net stable funng ratio. C.liquity coverage ratio. C is correct.Reverse repurchase agreements represent collateralizeloans between a bank ana borrower. A reverse repo with a 30- y maturity is a highly liquiasset anthus woulrectly affethe liquity coverage ratio (LCR). Levaluates short- term liquity anrepresents the percentage of a bank’s expectecash outflows in relation to highly liquiassets. 这道题B为什么不对,大量retail posit的增加,同样会影响 available amount of stable funng,进而影响NSFR

2024-04-09 21:03 1 · 回答

NO.PZ2020021601000014 问题如下 IvPaulinianalyst a large wealth management firm, meets with his supervisor to scuss aing financiinstitution equity securities to client portfolios.Paulinic gathers ta on three nationbanks thmeet initiselection criteria but require further review. All of the nationbanks unr consiration primarily make long- term loans ansoura significant portion of their funng from retail posits. Paulinic anthe rest of the researtenote ththe centrbank is unwinng a long perioof monetary easing evincetwo recent increases in the overnight funng rate. Paulinic informs his supervisor that:Statement 1 Given the recently reportestronger- than- anticipatemacroeconomic tthere is imminent risk ththe yielcurve will invert.Statement 2 N- bank is very active in the 30- y reverse repurchase agreement market ring times when the bank experiences significant increases in retail posits.Baseon Statement 2, the financiratio most rectly affecteis the: A.Tier 2 capitratio. B.net stable funng ratio. C.liquity coverage ratio. C is correct.Reverse repurchase agreements represent collateralizeloans between a bank ana borrower. A reverse repo with a 30- y maturity is a highly liquiasset anthus woulrectly affethe liquity coverage ratio (LCR). Levaluates short- term liquity anrepresents the percentage of a bank’s expectecash outflows in relation to highly liquiassets. 我看解说中说“A选线说的Tier 2 capitratioCFA二级中根本没有这个指标,所以是题目凑的,不能选”但另外一个解说给了公式。 所以到底有这个概念还是没有

2024-03-29 15:13 1 · 回答

NO.PZ2020021601000014 问题如下 IvPaulinianalyst a large wealth management firm, meets with his supervisor to scuss aing financiinstitution equity securities to client portfolios.Paulinic gathers ta on three nationbanks thmeet initiselection criteria but require further review. All of the nationbanks unr consiration primarily make long- term loans ansoura significant portion of their funng from retail posits. Paulinic anthe rest of the researtenote ththe centrbank is unwinng a long perioof monetary easing evincetwo recent increases in the overnight funng rate. Paulinic informs his supervisor that:Statement 1 Given the recently reportestronger- than- anticipatemacroeconomic tthere is imminent risk ththe yielcurve will invert.Statement 2 N- bank is very active in the 30- y reverse repurchase agreement market ring times when the bank experiences significant increases in retail posits.Baseon Statement 2, the financiratio most rectly affecteis the: A.Tier 2 capitratio. B.net stable funng ratio. C.liquity coverage ratio. C is correct.Reverse repurchase agreements represent collateralizeloans between a bank ana borrower. A reverse repo with a 30- y maturity is a highly liquiasset anthus woulrectly affethe liquity coverage ratio (LCR). Levaluates short- term liquity anrepresents the percentage of a bank’s expectecash outflows in relation to highly liquiassets. 如题

2023-10-06 09:07 2 · 回答

NO.PZ2020021601000014 问题如下 IvPaulinianalyst a large wealth management firm, meets with his supervisor to scuss aing financiinstitution equity securities to client portfolios.Paulinic gathers ta on three nationbanks thmeet initiselection criteria but require further review. All of the nationbanks unr consiration primarily make long- term loans ansoura significant portion of their funng from retail posits. Paulinic anthe rest of the researtenote ththe centrbank is unwinng a long perioof monetary easing evincetwo recent increases in the overnight funng rate. Paulinic informs his supervisor that:Statement 1 Given the recently reportestronger- than- anticipatemacroeconomic tthere is imminent risk ththe yielcurve will invert.Statement 2 N- bank is very active in the 30- y reverse repurchase agreement market ring times when the bank experiences significant increases in retail posits.Baseon Statement 2, the financiratio most rectly affecteis the: A.Tier 2 capitratio. B.net stable funng ratio. C.liquity coverage ratio. C is correct.Reverse repurchase agreements represent collateralizeloans between a bank ana borrower. A reverse repo with a 30- y maturity is a highly liquiasset anthus woulrectly affethe liquity coverage ratio (LCR). Levaluates short- term liquity anrepresents the percentage of a bank’s expectecash outflows in relation to highly liquiassets. 老师好,这题我答对了,但想问一个跟本题不相干的问题,题干这句话【the centrbank is unwinng a long perioof monetary easing evincetwo recent increases in the overnight funng rate.】是说monetary easing会让利率升高?量化宽松不是让利率下降的手段吗?谢谢!

2023-03-01 15:09 1 · 回答