early warning indicator

问题如下：

The Basel Committee recommends that banks use a set of early warning indicators to identify emerging risks and potential vulnerabilities in their liquidity position. Which of the following is an early warning indicator of a potential liquidity problem?

选项：

A.

Credit rating upgrade

B.

Increased asset diversification

C.

Rapid growth in the leverage ratio with significant dependence on short-term repo financing

D.

Decreased collateral haircuts applied to the bank’s collateralized exposures

解释：

中文解析：

C是正确的。快速杠杆资产增长加上大量使用短期回购是潜在流动性问题的早期预警。减少抵押品的haircuts，评级上调，资产多元化的增加通常是风控方面积极的走向。

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C is correct. Rapid levered asset growth combined with substantial use of short-term repos is an early warning of a potential liquidity problem. Decreased collateral haircuts, a credit rating upgrade, and increased asset diversification are generally positive developments and not early warnings of a potential liquidity problem.