NO.PZ2020042003000102
问题如下：
Management sees the worst possible
situation next week by a $25 million liquidity deficit, it has a probability of
only 15%. The best possible outcome would be a $80 million liquidity surplus.
However, this is judged to have only a 10% probability of occurring. More
likely is the middle ground—a $15 million liquidity surplus—with a
management-estimated probability of 75%. According to the information above, this
financial firm’s expected liquidity requirement must be
选项：
A. 15.5
16.5
14.5
19.5
解释：
考点：对Liquidity and Reserves Management:
Strategies and Policies-Estimating Liquidity Needs的理解
答案：A
解析：
Expected liquidity requirement = 0.10 × (+$80
million) + 0.75 × (+$15 million) +0.15 × (-$25 million) =15.5 million
请问这里有Surplus的情况下，计算的requirement是个正数，是指银行还要准备这么多资本金吗？
