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Stacie · 2020年06月12日

问一道题:NO.PZ2020021002000154 [ FRM I ]

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
1 个答案
已采纳答案

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)

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