问一道题：NO.PZ2019070901000095

问题如下：

Raisin Bank has capital of 30 million and a total exposure of 228million. And the bank estimates its toatl net cash outflows over the next 30 days will be $195 million. what is Raisin Bank's liquidity coverage ratio(LCR) if its high-quality liquid assets is 176million?  Does its LCR meet the requirement of Basel III ?

选项：

15.4%，does not meet the requirement.

90.3%，does not meet the requirement.

77.2%，meet the requirement.

85.5%，meet the requirement

解释：

B is correct.

考点：LCR的计算和要求

解析：LCR专注于银行能够满足30天内的流动性。公式如下：

LCR=high-quality liquid assets /total net cash outflows over the next 30 calendar days

本题中等于176/195=90.3%。

由于巴三中对LCR的最低要求为100%，所以Raisin Bank没有满足要求。