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金融民工阿聪 · 2020年10月26日

问一道题:NO.PZ2020042003000045

问题如下:

The following statements are about measures for intraday flows, which of the following statements is NOT correct?

选项:

A.

“Total bank intraday credit lines available and usage” captures the amount of committed and uncommitted intraday credit (and usage thereof) the bank has at its disposal across all of its cash and settlement accounts.

B.

Total Payments maintain statistics concerning the amount of payments it makes on all electronic payments systems in which it participates.

C.

Settlement positions are critical, deadline specific payments, often with large transaction amounts. They are critical to managing intraday liquidity and systemic risk.

D.

The bank does not need to measure the “Intraday and end-of-day settlement positions at all financial market utilities in which it participates, because this figure is already included in total payments.

解释:

考点:对Risk Management, Measurement and Monitoring Tools for Financial Institutions的理解

答案:选项D表述错误,本题选D

解析:

银行需要单独监控Intraday and end-of-day settlement positions,正确的表述为:

A bank should also track its intraday and end-of-day settlement positions at all financial market utilities in which it participates (E.g., collateral positions).

A和B是什么意思,语法好难理解

1 个答案

小刘_品职助教 · 2020年10月26日

同学你好,这道题是关于日内头寸管理的一些细节。

选项B的意思是银行应该记录他所参与的所有的电子系统中需要支付的头寸信息。

选项A的意思是银行总的日内可以使用的信贷(别的银行或者央行提供的)总量和使用情况。这个数据记录了银行在左右现金和结算账户中可支配的已承诺的和没有承诺的信贷总量及使用情况,简单来说,就是如果遇到危机情况,这个银行能够从其他银行中得到多少流动性支持。

这些在基础班讲义都有157-158页,对应的视频1.5倍速7分钟左右,不熟悉的话建议可以再听一遍稍微有点印象。