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金融民工阿聪 · 2020年10月26日

问一道题:NO.PZ2020042003000050

问题如下:

FMUs use several tools to monitor and manage intraday exposures and to assist their participants with their own intraday liquidity risk management. Which of the following statements is NOT correct?

选项:

A.

FMUs utilize a net debit cap to limit exposure to a single participant

B.

In a deteriorating credit situation, an FMU may begin to monitor a participant’s risk position and its initial and variation margin collateral values in real-time to ensure sufficient coverage.

C.

FMUs maintain backup credit lines from commercial banks, but it is unable to get central bank’s credit lines in a crisis situation.

D.

Some FMUs have established settlement deadlines in a way that reduces intraday liquidity risk.

解释:

考点:对FMU Tools to Manage Intraday Settlement Risk的理解

答案:C

解析:

选项C错误,FMU即可以得到Commercial banksbackup credit lines,又可能在危机情况下得到central bank的支持。正确的描述为:

FMUs maintain backup credit lines from both commercial banks and central banks to be able to provide liquidity in a crisis situation.

设置这个settlement deadlines为什么可以加强流动性风险管理?

1 个答案

品职答疑小助手雍 · 2020年10月26日

嗨,努力学习的PZer你好:


在一天中对各种头寸设置不同的deadline。这样可以有针对性的对不同的货币或者不同的资产进行结算。讲义167页。


-------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!


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