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六姑娘 · 2021年11月30日

麻烦解释下d选项

NO.PZ2020042003000098

问题如下:

The following statements are about the borrowed liquidity management strategies. Which of the following statement is NOT correct?

选项:

A.

Borrowing liquidity is the safest approach to solving liquidity problems

B.

It is also called purchased liquidity or liability management: borrowing to cover all anticipated demands for liquidity.

C.

One advantage of borrowing liquid funds is that Financial firms can choose to borrow only when it actually needs funds

D.

Leave the volume and composition of its asset portfolio unchanged. As selling assets to provide liquidity shrinks size of a bank as its asset holdings decline.

解释:

考点:对Liquidity and Reserves Management: Strategies and Policies- Strategies for Liquidity Managers的理解

答案:A

解析:

选项A错误,在管理流动性问题时,Borrowing liquidity的风险最大。

d选项说的是什么意思,特别是后半段

1 个答案

李坏_品职助教 · 2021年11月30日

嗨,努力学习的PZer你好:


D的意思是:当保持交易量和资产成分不变的时候,为了提供流动性而变卖资产,会缩减(shrink)银行的规模,因为他的资产规模下降了。


这句话是正确的,银行为了提供liquidit而去出售自己持有的assets,会使得资产规模被缩减,所以不选D。

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