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金融民工阿聪 · 2020年09月05日

问一道题:NO.PZ2019070901000122

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.

III & IV.

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

感觉A没错啊,除了capital和批发,剩下deposit足够也是OK的啊

1 个答案

小刘_品职助教 · 2020年09月06日

同学你好,

I statement 考察的是NSFR的定义,NSFR要求银行的 available stable funding > required stable funding,选项A完全不是基于这个维度说的,像wholesale funding 这个是包含在 ASF里面的,所以选项I 错误。

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