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梦梦 · 2025年02月11日

C为什么对

  1. FRM II
  2. Liquidity and Treasury Risk

NO.PZ2020042003000067

问题如下：

Which of the following statements is NOT correct?

选项：

A.

Liquid asset buffer may be reduced in severe stress, as the liquidity-generating capacity of securities included in the liquid asset buffer may be reduced in periods of severe condition.

B.

Stressed Liquid Asset Buffer = Normal Liquid Asset Buffer – Stressed Cash Outflow + Stressed Cash Inflows

C.

Prematurely settled non-contractual maturity obligations can be classified as stressed outflows

D.

When considering stressed inflows, we should be aware that stressed inflows may be reduced or limited in a particular stress scenario

解释：

考点：对Measuring Contingent Liquidity Requirements的理解

答案：A

解析：

A选项错误，在计算Liquid asset buffer时，应该确保liquidity-generating capacity在危急时刻不受影响。关于A选项正确的表述为：

Ensure that the liquidity-generating capacity of securities included in the liquid asset buffer remains intact even in periods of severe stress.

老师，C不对吧，uncontract的业务都没签订合约，能是指定期提前支取这种业务吗？

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1 个答案

李坏_品职助教 · 2025年02月11日

嗨，从没放弃的小努力你好：


C选项的意思是，如果一个公司提前结算了某些非合同到期的债务，这可能导致在短时间内产生较大的资金流出压力。这个non-contractual maturity 是连起来的，意思是没有按照合同预想约定的等到到期日结算债务，而是提前结算了。并不是说没签合同。


既然是提前结算债务，对于需要偿付债务的一方来说那可以算作资金流出压力，C选项的叙述没问题。

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