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追风少年NKU · 2021年10月03日

请问A选项

NO.PZ2020042003000051

问题如下:

FMUs use several tools to monitor and manage intraday exposures and to assist their participants with their own intraday liquidity risk management. Which of the following statements is NOT correct?

选项:

A.

Transaction netting (bilateral and multilateral) and net credit caps are ways to reduce the overall operating liquidity required by the system. Essentially increase transaction throughput for a given amount of liquidity.

B.

Credit lines from both commercial banks and central banks can be used under business-as-usual conditions

C.

By having individual settlement times for specific asset classes or currencies, some FMUs have staggered multiple settlement windows throughout the day to reduce intraday liquidity risk.

D.

Cash (securities) collateral is a key component for FMU risk management

解释:

考点:对FMU Tools to Manage Intraday Settlement Risk的理解

答案:B

解析:

对于FMU来说,C选项描述的Credit lines from both commercial banks and central banks 属于Contingent Liquidity ,一般不会用于日常,会在紧急情况下使用。

Credit lines from both commercial banks and central banks are not used under business-as-usual conditions and are only maintained for emergencies.

是如何在既定的liquidity水平下,提高吞吐量的?是因为反正最后要走净结算,所以现在随便交易了吗?

1 个答案

李坏_品职助教 · 2021年10月04日

嗨,爱思考的PZer你好:


可以这么理解,因为要走netting,所以即便天量的名义交易额,净结算之后可能也是比较小的敞口~

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努力的时光都是限量版,加油!

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