开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

六姑娘 · 2021年11月04日

红色的这句话什么意思?

NO.PZ2019070901000099

问题如下:

To be allocated to the trading book, the bank must prove more than an intent to trade. According to the Fundamental Review of The Trading Book(FRTB), which of the following statements represents a criteria for allocating an asset in the trading book ?

I. The assets are intended to be held until maturity.

II. The bank must be able to trade the asset.

III. The bank must physically manage the associated risks of the underlying asset on the trading desk. 

选项:

A.

I and II.

B.

I and III .

C.

II and III.

D.

I, II and III.

解释:

C is correct.

考点:FRTB关注的trading book里资产的关键特点

解析:根据FRTB的的评判标准:(1)The bank must be able to trade the asset;(2)The bank must physically managing the associated risks of the underlying asset on the trading desk. 一个是银行必须可以交易该资产,另一个是可以管理该资产的风险。


讲义里面,红色的这句话是什么意思?

1 个答案

品职答疑小助手雍 · 2021年11月04日

同学你好,这句话的意思是

(自从有了FRTB)银行要把资产放在trading book的话,只是说“银行有交易这个资产的意愿”已经不足以满足硬性条件了,还需要满足以下的要求①②……。