D错在哪？

问题如下：

A risk consultant has been tasked with assessing a small bank’s liquidity risk profile. While reviewing a presentation produced by the bank, the consultant comes across a list of early warning indicators used to signal potentially heightened liquidity risk. Which of the following trends should the consultant consider as the strongest warning signal for potential liquidity risk at the bank?

选项：

A.

Decrease in stock price of the bank’s peers but not in the stock price of the bank itself

B.

Increase in credit lines received from other financial institutions

C.

Widening spreads on the bank’s issued debt and credit default swap

D.

Significant asset growth funded by an increase in stable liabilities

解释：

中文解析：

C是正确的。价差扩大表明市场对银行业信心的降低，以及更高的融资成本。

A是错误的。银行层面更具体的预警指标（EWI）将会是银行股价降低的信号。

B是错误的。信贷余额的降低会影响流动性。

D是错误的。用高波动性负债进行融资，以此带来的快速的资产扩张是有问题的。

-----------------------------------------------------------------------------------------------------------------------------------

C is correct. Wider spreads indicate a loss of market confidence in the bank and a higher cost of funding.

A is incorrect. A more bank-specific early-warning-indicator (EWI) would be a decrease in stock price of the bank relative to its peers.

B is incorrect. A decrease, not an increase, in credit lines is problematic for liquidity.

D is incorrect. Rapid asset growth funded by volatile liabilities would be more problematic.