NO.PZ2020042003000115
问题如下：
When managing on-balance sheet funding liquidity
risk, the zero cost of funds approach take liquidity as a free good. The
following statements are about the zero cost of funds approach, which of the
following is NOT correct?
选项：
A.A zero charge for the cost of liquidity and a zero credit for the benefit of liquidity exacerbated maturity transformation to the largest degree possible.
B. This approach resulted in the
hoarding of short-term highly liquid assets.
As the funding conditions so easy, banks
viewed spreads as pure credit risk adjustments and ignored funding liquidity
risk altogether, thus the bank use the zero-cost approach.
It
is a poor practice identified that some banks failed to account for the costs,
benefits and risks of liquidity in their business activities.
解释：
考点：对LTP in Practice: Managing On-Balance
Sheet Funding Liquidity Risk的理解
答案：B
解析：
选项B错误，关于B选项的正确表述为：
This approach resulted in the hoarding of long-term highly illiquid assets, and very few long-term stable liabilities to meet funding demands as they became due.
No.PZ2020042003000115 (选择题)
来源: 品职出题
When managing on-balance sheet funding liquidity risk, the zero cost of funds approach take liquidity as a free good. The following statements are about the zero cost of funds approach, which of the following is NOT correct?
您的回答A, 正确答案是: B
A
A zero charge for the cost of liquidity and a zero credit for the benefit of liquidity exacerbated maturity transformation to the largest degree possible.
B
This approach resulted in the hoarding of short-term highly liquid assets.
C
As the funding conditions so easy, banks viewed spreads as pure credit risk adjustments and ignored funding liquidity risk altogether, thus the bank use the zero-cost approach.
D
It is a poor practice identified that some banks failed to account for the costs, benefits and risks of liquidity in their business activities.
