问题如下:
Northern Rock was the victim of poor trading liquidity risk management.
选项:
A. True
B. False
解释:
False
The Northern Rock collapse arose from a failure to manage funding liquidity risk.
trading liquid risk和funding liquid risk有什么区别小刘_品职助教 · 2020年06月13日
同学你好,
先给你贴一下书上的解释哈:
Market liquidity risk, sometimes known as trading liquidity risk, is the risk of a loss in asset value when markets temporarily seize up. (trading liquidity risk可以理解为外部的金融市场出现了一定的问题,导致你不太能及时足额去变现资产)
Funding liquidity risk is the risk that covers the risk that a firm cannot access enough liquid cash and assets to meet its obligations. Banks have a special form of funding liquidity risk because their business involves creating maturity and funding mismatches.
(Funding liquidity risk可以偏向理解内部有了一定的问题:根源在于你的资产负债不匹配,如果你负债端不够稳定,加上流动性资产储备不足就容易出问题)