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JR · 2021年05月04日

D

  1. FRM II
  2. Liquidity and Treasury Risk

NO.PZ2020042003000061

问题如下：

Which of the following statements is NOTcorrect?

选项：

A.

For the repo transactions, the TSAA is reducedbut the TSECF and TSECCF are not affected

B.

For the reverse repo transaction, the TSAA isincreased and the TSLGC is not affected

C.

For the sell/buyback transactions, TSAA decreases.

D.

Forthe security lending, TSAA decreases and the TSLGC increases.

解释：

考点：对Quantitative Liquidity Risk Measures的理解

答案：D

解析：

D选项表述错误，对于Securitylending, TSAA降低，同时TSLGC不变。

老师， D选项为什么liquidity generating capacity不变呢？ 谢谢

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2 个答案

袁园_品职助教 · 2021年05月06日

同学你说的这一点其实是解释了TSAA为什么下降

老师在基础版视频里对每一种transaction给这几个指标带来的影响都讲了一遍，有时间的话可以再去听一下加深印象，加油~

袁园_品职助教 · 2021年05月05日

同学你好！

因为把股票借出去之后并没有收到cash，对方最后也是再把股票还给你


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