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.
FMUs have direct exposure
with first-and second-tier banks
FMUs periodically monitor their
participants settlement positions and margin collateral.
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?