NO.PZ2020042003000117
问题如下:
The following statements are about thereasons why banks adapt a pooled average cost approach to LTP. Which of thefollowing statements is wrong?
选项:
A.
averaging funding costsacross all assets is much simpler than having to charge individually
B.
it is easier for businessunits to understand the LTP process and provides more incentive for them tocomply.
C.
the average cost of funds isless susceptible to intermediate changes in banks’ actual market cost of funding,thereby reducing net interest income volatility across businesses.
D.
This approach allows higher rates to be assigned to products that use or provideliquidity for longer periods of time.
解释:
考点:对LTP in Practice: Managing On-BalanceSheet Funding Liquidity Risk的理解
答案:D
解析:
选项D表述错误。
a pooled average cost approach to LTP对所有期限都是用相同的利率定价,因此D选项错误。
能解释一下b选项吗 能解释一下b选项吗