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徐威廉 · 2024年10月03日

II错哪了?

NO.PZ2019070901000122

问题如下:

Rachel, the CRO of bank AK, made several statements about the key point of net stable funding ratio(NSFR), which of them are correct?

I. After all wholesale funding and capital are deducted, bank AK still have enough deposit sources of funding for its assets.

II. Bank AK can go through a 30- day period of reduced/disrupted liquidity.

III. Bank AK can manage liquidity over a period of one year.

IV. Bank AK can provide capital accounts with reliable common equity financing.

选项:

A.

I and II.

B.

II, III and IV.

C.

III & IV.

D.

I, II and IV.

解释:

C is correct.

考点:the net stable funding ratio

解析:

NSFR的目标是确保银行在未来一年内不会遭受流动性风险带来的损失,而LCR则确保银行在30天内流动性下降时不会遭受损失, III正确

II错哪了?

1 个答案
已采纳答案

pzqa27 · 2024年10月08日

嗨,从没放弃的小努力你好:


题目问的是关于NSFR的陈述哪个正确,NSFR讨论的是1年的时间期限里受到流动性风险大小,II讨论的是30天的period,时间轴对不上。因此II是不符合题目要求的。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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