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hsl87 · 2024年02月19日

请问d选项什么意思

NO.PZ2020042003000115

问题如下:

When managing on-balance sheet funding liquidityrisk, the zero cost of funds approach take liquidity as a free good. Thefollowing statements are about the zero cost of funds approach, which of thefollowing is NOT correct?

选项:

A.

A zero charge for the cost ofliquidity and a zero credit for the benefit of liquidity exacerbated maturity transformation to thelargest degree possible.

B.

This approach resulted in thehoarding of short-term highly liquid assets.

C.

As the funding conditions so easy, banksviewed spreads as pure credit risk adjustments and ignored funding liquidityrisk altogether, thus the bank use the zero-cost approach.

D.

Itis 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-BalanceSheet 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 oflong-term highly illiquid assets, and very few long-term stable liabilities tomeet funding demands as they became due.

能解释一下d选项吗​能解释一下d选项吗

1 个答案

DD仔_品职助教 · 2024年02月21日

嗨,努力学习的PZer你好:


d选项说的是,零成本融资的方法(zero cost funds approach)将流动性liquidity看作是免费的资金来源是一个不好的实践,因为一些银行是不能很好的解释他们的日常经营活动中的成本,收益和风险的。这个描述是正确的

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

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