问题如下:
The following statements are about the
effect of liquidity options on the bank. About the effects, which of the
following is NOT correct?
选项:
A. A liquidity impact on the balance sheet by the
amount withdrawn or repaid.
The liquidity impact can be
quite substantial if the deposit has a big notional.
A financial impact by the difference between the contract’s interest
rates, credit spread and the market level of the same variables at the time the
liquidity option is exercised, applied on the withdrawn or repaid amount.
The liquidity effects of liquidity options can be hedged by a mixture of standard and statistical techniques.
解释:
考点:对Liquidity Options的理解
答案:D
解析:
选项ABC的描述正确,关于D选项,正确的应该为:The financial effects of liquidity options can be hedged by a
mixture of standard and statistical techniques.
C是什么意思。。然后D的话,financial effect不是和liquidity effect差不多吗