Rollovers of maturing liabilities should be included. 这个会影响TSECF

问题如下：

Which of the following statements is least accurate regarding TSECF and TSECCF calculations and the models used to estimate them?

选项：

A.

Rollovers of maturing liabilities should be included.

B.

Behavioral components are often adjusted for liquidity options.

C.

Default risk and correlations between bank counterparties need to be captured.

D.

Only deterministic cash flows are counted, with stochastic cash flows captured in other models.

解释：

随机现金流量通常在TSECF（Total Stochastic Expected Cash Flows，全随机预期现金流量）和TSECCF（Total Stochastic Expected Cash Outflows, 全随机预期现金流出）模型中被捕获，因为预期现金流量中有很大一部分是随机的。这些模型还经常包括到期负债的续作、针对流动性选择行为成分的调整、违约风险及相关性等因素。