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accost · 2020年05月14日

问一道题:NO.PZ2019070901000108

问题如下:

About the leverage ratio, which of the following statements is inaccurate?

I. It is equal to tier 1 capital divided by on-and-off-balance sheet items and exposures.

II. It allows banks to lend nearly 33 times their capital.

III. It's nonrisk-based and it is a supplement to risk-based capital standards.

选项:

A.

All of them.

B.

I and III.

C.

only II.

D.

Neither of them.

解释:

D is correct.

考点:the leverage ratio

解析:

I是杠杆比率的定义,正确。

II和III是杠杆比率的性质,杠杆比率是non-risk based,均正确。

leverage ratio是tier 1/total asset>=3%,近似那就应该是total asset<=33倍Tier 1 capital,解释和助教的解答不是把capital和Tier 1混为一谈了吗?

2 个答案
已采纳答案

袁园_品职助教 · 2020年05月20日

说法II 的确加上 Tier I 更准确,我跟后台老师反映一下!

袁园_品职助教 · 2020年05月15日

同学你好!

题目中说的是 Tier 1 啊,你说混为一谈是在哪里?