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pz-stepsutake · 2020年03月28日

问一道题:NO.PZ2019070901000122 NSFR

问题如下:

Rachel, the CRO of bank AK, made several statements about the key point of net stable funding ratio(NSFR), which of them are correct?

I. After all wholesale funding and capital are deducted, bank AK still have enough deposit sources of funding for its assets.

II. Bank AK can go through a 30- day period of reduced/disrupted liquidity.

III. Bank AK can manage liquidity over a period of one year.

IV. Bank AK can provide capital accounts with reliable common equity financing.

选项:

A.

I and II.

B.

II, III and IV.

C.

only III.

D.

I, II and IV.

解释:

C is correct.

考点:the net stable funding ratio

解析:

NSFR的目标是确保银行在未来一年内不会遭受流动性风险带来的损失,而LCR则确保银行在30天内流动性下降时不会遭受损失, III正确

请问选项A,要是改成正确表达,应该是怎样?

2 个答案

袁园_品职助教 · 2020年05月07日

同学你好!

IV 说法没问题,已通知老师把 C 选项修改成 “III&IV”,谢谢同学指正!

袁园_品职助教 · 2020年03月28日

同学你好!

这道题考察的是 NSFR 的定义,即要求银行的 available stable funding > required stable funding,这两个值怎么算可以听何老师这一节课的视频;不是选项 A 里简单定义的 除了 wholesales funding,deposits 可以 cover assets

 

Eve · 2020年05月04日

请问选项IV错在哪里呢?

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NO.PZ2019070901000122 问题如下 Rachel, the CRO of bank AK, ma severstatements about the key point of net stable funng ratio(NSFR), whiof them are correct?I. After all wholesale funng ancapitare cte bank still have enough posit sources of funng for its assets.II. Bank cgo through a 30- y perioof recesrupteliquity.III. Bank cmanage liquity over a perioof one year.IV. Bank cprovi capitaccounts with reliable common equity financing. A.I anII. B.II, III anIV. C.III IV. I, II anIV. C is correct. 考点the net stable funng ratio解析NSFR的目标是确保银行在未来一年内不会遭受流动性风险带来的损失,而LCR则确保银行在30天内流动性下降时不会遭受损失, III正确 老师表述1为什么不对呢?零售存款用完了,不是还有零散客户的资金可以使用吗?这个不也是资金的stable的一种假设吗

2023-07-28 14:58 2 · 回答

NO.PZ2019070901000122 第一个After all wholesale funng ancapitare cte bank still have enough posit sources of funng for its assets 为什么要特别说明去除批发存款和资本金呢?

2021-11-30 23:37 1 · 回答

NO.PZ2019070901000122 II, III anIV. III & IV. I, II anIV. C is correct. 考点the net stable funng ratio 解析 NSFR的目标是确保银行在未来一年内不会遭受流动性风险带来的损失,而LCR则确保银行在30天内流动性下降时不会遭受损失, III正确 老师请问4怎么理解,又是怎么跟NSFR关联起来的呢

2021-08-18 21:49 1 · 回答

NO.PZ2019070901000122 4为什么是对的呢?

2021-05-05 09:11 1 · 回答

感觉A没错啊,除了capital和批发,剩下posit足够也是OK的啊

2020-09-05 23:27 1 · 回答