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S.H · 2023年09月03日

对于B选项不理解,讲义第163页不是说会员分层会导致潜在日内结算风险嘛?

NO.PZ2020042003000049

问题如下:

Financial market utilities have several lines of defense in managing participant risk. The following statements are about these methods, which of the followings is NOT correct?

选项:

A.

FMUs use criteria like size and creditworthiness to constrain its direct members.

B.

FMUs have direct exposure with first-and second-tier banks

C.

FMUs periodically monitor their participants settlement positions and margin collateral.

D.

FMUs mutualize the default risk, thereby dispersing credit risk and potential losses, across a broad number of entities.

解释:

考点:对Risk Management, Measurement and Monitoring Tools for FMUs的理解

答案:B

解析:

FMUs只与符合条件的First-tier bank有直接交易,Second-tier banks的交易与First-tier banks完成。

是因为这种风险不认为属于direct exposure么?

1 个答案

李坏_品职助教 · 2023年09月03日

嗨,从没放弃的小努力你好:


为了控制participant risk,FMU只负责和一级银行有直接交易,二级银行与一级银行交易,FMU与二级银行是没有Direct exposure的。

虽然这样有时也会引来一些日内风险,但这是风险管理的权衡。

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