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我们 · 2020年06月02日

问一道题:NO.PZ2020042003000002

问题如下:

Which of the following statement about Funding Liquidity risk is correct?

选项:

A.

Funding Liquidity risk is different from the balance sheet risk

B.

Funding Liquidity risk is the risk that creditors either withdraw credit or change the terms on which it is granted in such a way that the positions have to be unwound and/or are no longer profitable.

C.Funding Liquidity risk refers to the risk of a general impairment of the financial system.

D.

Funding Liquidity risk is low if assets can be liquidated or a position can be covered quickly, cheaply, and without moving the price too much.

解释:

考点:对Liquidity risk的概念理解

答案:B选项表述正确,本题选B

解析:

A选项描述错误,Funding liquidity risk也可以称为Balance sheet risk.

C选项描述错误,C选项的描述应该是:Systemic Risk

D选项描述错误,D选项描述的情况应该是:Transaction liquidity risk

请问B 这句话如何理解呢

2 个答案

品职答疑小助手雍 · 2021年10月02日

同学你好,B是讲义第8页原话,为了清偿负债被迫低价卖资产也属于funding liquidity risk。

品职答疑小助手雍 · 2020年06月03日

嗨,努力学习的PZer你好:


B说的是一种情况:债主改主意了,要把钱都收回来,这时候公司(or基金)是持有资产的,而且按以后产生的现金流或者其实际的价值,是还得起钱的,但是由于现在要还债导致资产的折价出售或者减值之类的情况,这样会对投资造成损失。


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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!


菱秋秋 · 2021年10月02日

不是只有融资融不到前才是FLR吗,为什么这里B中的折价出售也是FLR而不是TLR呢?

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