如题

问题如下：

Consider a bank with a liquidity coverage ratio (LCR) of 120% which has USD 12 billion of high-quality liquid assets, all of which are level 1 assets. The bank estimates its total expected outflows over the next 30 days to be USD 40 billion and its expected inflows to be USD 30 billion over the same period. A day later, the bank receives an incremental, unexpected USD 2 billion in deposits from unrelated but AA-rated banks and invests the proceeds in Level 1 assets. What is the bank’s new LCR after this unexpected inflow? (Important)

选项：

A.

100%

B.

117%

C.

133%

D.

140%

解释：