NO.PZ2020042003000116
问题如下：
In the pooled approach to LTP, this method charges
users and credit providers of funding liquidity and an average rate was
calculated based on the interest expense (cost of funds) across all existing
funding sources. The following statements are about the pooled approach to LTP,
which of the following statement is wrong?
选项：
A.
In this approach, all assets irrespective of
their maturity are charged the same rate for their use of funds (cost of
liquidity).
B.
The average cost of funds can
appropriately and timely reflect market perceptions of risk.
C.
This approach ignores the heightened liquidity
risk embedded in longer-term assets.
D.
Business
units will be discouraged from raising long-term liabilities as there is no
premium credited to liabilities that provide funding for longer time.
解释：
考点：对LTP in Practice: Managing On-Balance
Sheet Funding Liquidity Risk的理解
答案：B
解析：
选项B错误。The average
cost of funds这种平均利率方法的缺点之一就是滞后于市场实际利率的变化，因此无法及时准确地反映市场对风险的补偿。B选项改正后正确的表述为：
The average cost of funds lags changes in
the actual market cost of funds, it does not appropriately reflect market
perceptions of risk.
a选项解释一下a选项解释一下
