NO.PZ2019070901000124
问题如下:
To get the net stable funding ratio, the required amount of stable funding should be calculated frist. It is decided by :
I.the amount of margin required for an institution’s off-balance sheet exposures including all long and short futures positions.
II.the relative stability of the funding source.
III.the likelihood that the asset or off-balance sheet exposure will need to be funded for at least one year.
IV.the institution's capital adequency.
选项:
A.All above.
B.Only III
C.I, II and III.
D.II and IV.
解释:
B is correct.
考点:calculation of the net stable funding ratio
解析:
NSFR可以衡量银行较长期限(1年)内可使用的稳定资金来源对其表内外资产业务发展的支持能力,该指标主要用于确保资产以及表外风险敞口的融资至少具有与它们流动性风险状况相匹配的稳定资金来源。III正确。
NSFR的分子ASF反映了资金来源,II错误。
RSF与表外期货的保证金、银行资本是否充足无关,I、IV错误。
为什么不选I呢,保证金也是required啊