开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

Jo · 2024年07月28日

请问C描述的是否LaR啊？

  1. FRM II
  2. Liquidity and Treasury Risk

NO.PZ2020042003000064

问题如下：

The following statements are about the cash flows at risk, which of the following statements is NOT correct?

选项：

A.

Most cash flows are stochastic in either or both dimensions.

B.

the term structure of expected cash flows, cumulated cash flows and expected liquidity generation capacity are introduced for these stochastic cash flows.

C.

Cash Flows at Risk shows the extreme values that both positive and negative cash flows may assume during the time of their occurrence.

D.

Cash Flows at risk gives us the expected value of stochastic cash flows.

解释：

考点：对The Term Structure of Expected Liquidity,Cash Flows at Risk,TSLaR的理解

答案：D

解析：

选项D错误，CFaR告诉我们的是极值现金流，不是现金流的均值。

请问C描述的是否LaR啊？

添加评论
1 个答案

pzqa39 · 2024年07月29日

嗨，从没放弃的小努力你好：


不是的，这道题C选项是正确的，C选项描述的就是Cash Flows at Risk。讲义上有相关内容。

----------------------------------------------
加油吧，让我们一起遇见更好的自己！

  • 1

    回答

  • 0

    关注

  • 57

    浏览
相关问题

NO.PZ2020042003000064 问题如下 The following statements are about the cashflows risk, whiof the following statements is NOT correct? Most cash flows arestochastic in either or both mensions. the term structure ofexpectecash flows, cumulatecash flows anexpecteliquity generationcapacity are introcefor these stochastic cash flows. Cash Flows Risk shows theextreme values thboth positive annegative cash flows massume ring thetime of their occurrence. CashFlows risk gives us the expectevalue of stochastic cash flows. 考点对The Term Structure of Expecteiquity,Cash Flows Risk,TSLaR的理解答案析误，CFaR告诉我们的是极值现金流，不是现金流的均值。 老师A怎么理解？现金流在各个维度（时间和金额）都是随机的？

2023-08-01 13:19 1 · 回答

NO.PZ2020042003000064 问题如下 The following statements are about the cashflows risk, whiof the following statements is NOT correct? Most cash flows arestochastic in either or both mensions. the term structure ofexpectecash flows, cumulatecash flows anexpecteliquity generationcapacity are introcefor these stochastic cash flows. Cash Flows Risk shows theextreme values thboth positive annegative cash flows massume ring thetime of their occurrence. CashFlows risk gives us the expectevalue of stochastic cash flows. 考点对The Term Structure of Expecteiquity,Cash Flows Risk,TSLaR的理解答案析误，CFaR告诉我们的是极值现金流，不是现金流的均值。 如题

2023-04-14 10:40 1 · 回答

NO.PZ2020042003000064 问题如下 The following statements are about the cashflows risk, whiof the following statements is NOT correct? Most cash flows arestochastic in either or both mensions. the term structure ofexpectecash flows, cumulatecash flows anexpecteliquity generationcapacity are introcefor these stochastic cash flows. Cash Flows Risk shows theextreme values thboth positive annegative cash flows massume ring thetime of their occurrence. CashFlows risk gives us the expectevalue of stochastic cash flows. 考点对The Term Structure of Expecteiquity,Cash Flows Risk,TSLaR的理解答案析误，CFaR告诉我们的是极值现金流，不是现金流的均值。 LGC不是一般都是和资产相关的吗

2023-04-06 02:16 2 · 回答

NO.PZ2020042003000064 问题如下 The following statements are about the cashflows risk, whiof the following statements is NOT correct? Most cash flows arestochastic in either or both mensions. the term structure ofexpectecash flows, cumulatecash flows anexpecteliquity generationcapacity are introcefor these stochastic cash flows. Cash Flows Risk shows theextreme values thboth positive annegative cash flows massume ring thetime of their occurrence. CashFlows risk gives us the expectevalue of stochastic cash flows. 考点对The Term Structure of Expecteiquity,Cash Flows Risk,TSLaR的理解答案析误，CFaR告诉我们的是极值现金流，不是现金流的均值。 这个知识点在讲义哪里？

2022-11-17 20:44 1 · 回答