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金融民工阿聪 · 2020年11月07日

问一道题:NO.PZ2020042003000076

问题如下:

The following statements are about the key health measures of a CFP framework, which of the following statements is NOT correct?

选项:

A.

Projected net funding requirements to current unused funding capacity: assess the bank’s future lending obligations to the total funds available.

B.

Funding maturity profile: Large concentrations in funding maturities can threaten an institution’s liquidity position, particularly concentration in short-term funding.

C.

Overnight borrowings to total assets: The use of this volatile source of funding can expose the institution to increased liquidity risk.

D.

Short-term liabilities to total assets: the funding will need to be repaid within a predetermined short-term time period to support the institution’s assets.

解释:

考点:对Contingency Funding Planning-Framework and Building Blocks的理解

答案:D

解析:

D选项描述错误,Short-term liabilities to total assets是衡量要在短期内Roll overFunding,不是Repaid。关于D选项正确的表述为:

Short-term liabilities to total assets: the funding will need to be rolled over within a predetermined short-term time period to support the institution’s assets.

A这句话是什么意思呢

1 个答案
已采纳答案

小刘_品职助教 · 2020年11月08日

同学你好,

A选项其实评估是未来的义务(即给出了授信但是客户尚未提取的部分)与当前自己的可用资金(从流动性角度的考虑)之间的比值。

对应的是 Framework and Building Blocks老师讲课 1.5倍速 9分半左右。

 

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