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六姑娘 · 2021年09月10日

求解

NO.PZ2020042003000049

问题如下:

Financial market utilities have several lines of defense in managing participant risk. The following statements are about these methods, which of the followings is NOT correct?

选项:

A.

FMUs use criteria like size and creditworthiness to constrain its direct members.

B.

FMUs have direct exposure with first-and second-tier banks

C.

FMUs periodically monitor their participants settlement positions and margin collateral.

D.

FMUs mutualize the default risk, thereby dispersing credit risk and potential losses, across a broad number of entities.

解释:

考点:对Risk Management, Measurement and Monitoring Tools for FMUs的理解

答案:B

解析:

FMUs只与符合条件的First-tier bank有直接交易,Second-tier banks的交易与First-tier banks完成。

麻烦再解答一下d选项
1 个答案

DD仔_品职助教 · 2021年09月10日

嗨,爱思考的PZer你好:


同学你好~

D选项说的是financial market utilities(FMU)在抵御风险的时候是基于一个风险共担(mutualize the default risk)的思想,就是把信用风险以及潜在的损失分散到每个会员(entities)之间。这个是FMU抵御风险的基本特点之一,具体在基础讲义164页的第三个小点点,截图在下面,同学可以看下呢~

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