开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

十六岁的烟火 · 2020年10月08日

问一道题：NO.PZ2020042003000063 [ FRM II ]

  1. FRM II
  2. Liquidity and Treasury Risk

问题如下：

The following statements are about the termstructure of expected liquidity. Which of the following statement is NOTcorrect?

选项：

A.

The term structure of expected liquidity(TSLe) is basically a combination of the TSECCF and the TSLGC

B.

The term structure ofexpected liquidity is a measure to check whether the financial institution isable to cover negative cumulated cash flows at any time in the future

C.

The TSL could be negative evenif the financial institution wants to be solvent all the time

D.

TheTSLe includes all possible expected cash flows generated by ordinary businessactivity, new business, the liquidity policy operated, and the measures takento cope with negative cumulated cash flows.

解释：

考点：对The Term Structure of ExpectedLiquidity,Cash Flows at Risk,TSLaR的理解

答案：C

解析：

选项C错误，正确的表述应为：TheTSL must always be positive if the financial institution has to be solvent allthe time.

TSL 可以为负值么

添加评论
1 个答案
已采纳答案

袁园_品职助教 · 2020年10月09日

同学你好！

可以为负，TSL为负的话就不solvent了，所以C错

  • 1

    回答

  • 0

    关注

  • 620

    浏览
相关问题

NO.PZ2020042003000063问题如下 The following statements are about the termstructure of expecteliquity. Whiof the following statement is NOTcorrect? The term structure of expecteliquity(TSLe) is basically a combination of the TSECanthe TSLGC The term structure ofexpecteliquity is a measure to chewhether the financiinstitution isable to cover negative cumulatecash flows any time in the future The TSL coulnegative evenif the financiinstitution wants to solvent all the timeTheTSLe inclus all possible expectecash flows generateornary businessactivity, new business, the liquity polioperate anthe measures takento cope with negative cumulatecash flows. 考点对The Term Structure of Expecteiquity,Cash Flows Risk,TSLaR的理解答案C解析C错误，正确的表述应为TheTSL must always positive if the financiinstitution hto solvent allthe time. 应该是tseccf和tsclgc之和

2024-02-21 07:17 3 · 回答

NO.PZ2020042003000063 问题如下 The following statements are about the termstructure of expecteliquity. Whiof the following statement is NOTcorrect? The term structure of expecteliquity(TSLe) is basically a combination of the TSECanthe TSLG The term structure ofexpecteliquity is a measure to chewhether the financiinstitution isable to cover negative cumulatecash flows any time in the future The TSL coulnegative evenif the financiinstitution wants to solvent all the time TheTSLe inclus all possible expectecash flows generateornary businessactivity, new business, the liquity polioperate anthe measures takento cope with negative cumulatecash flows. 考点对The Term Structure of Expecteiquity,Cash Flows Risk,TSLaR的理解答案C解析C错误，正确的表述应为TheTSL must always positive if the financiinstitution hto solvent allthe time. TSL must always positive 和TSL可以为负不冲突吧？不是说只要不是长期或者连续为负都是可以的嘛？

2023-09-03 19:05 1 · 回答

NO.PZ2020042003000063问题如下 The following statements are about the termstructure of expecteliquity. Whiof the following statement is NOTcorrect? The term structure of expecteliquity(TSLe) is basically a combination of the TSECanthe TSLGC The term structure ofexpecteliquity is a measure to chewhether the financiinstitution isable to cover negative cumulatecash flows any time in the future The TSL coulnegative evenif the financiinstitution wants to solvent all the timeTheTSLe inclus all possible expectecash flows generateornary businessactivity, new business, the liquity polioperate anthe measures takento cope with negative cumulatecash flows. 考点对The Term Structure of Expecteiquity,Cash Flows Risk,TSLaR的理解答案C解析C错误，正确的表述应为TheTSL must always positive if the financiinstitution hto solvent allthe time. 关于C，solvent的含义是asset大于liability，TSL考量的是cash flow，二者不是应该没有必然联系吗

2023-05-11 14:25 1 · 回答

NO.PZ2020042003000063 问题如下 The following statements are about the termstructure of expecteliquity. Whiof the following statement is NOTcorrect? The term structure of expecteliquity(TSLe) is basically a combination of the TSECanthe TSLG The term structure ofexpecteliquity is a measure to chewhether the financiinstitution isable to cover negative cumulatecash flows any time in the future The TSL coulnegative evenif the financiinstitution wants to solvent all the time TheTSLe inclus all possible expectecash flows generateornary businessactivity, new business, the liquity polioperate anthe measures takento cope with negative cumulatecash flows. 考点对The Term Structure of Expecteiquity,Cash Flows Risk,TSLaR的理解答案C解析C错误，正确的表述应为TheTSL must always positive if the financiinstitution hto solvent allthe time. 请问讲义哪里？是什么意思，能一下吗，尤其是最后一句话

2022-11-17 23:09 1 · 回答