NO.PZ2019070901000122
问题如下:
Rachel, the CRO of bank AK, made several statements about the key point of net stable funding ratio(NSFR), which of them are correct?
I. After all wholesale funding and capital are deducted, bank AK still have enough deposit sources of funding for its assets.
II. Bank AK can go through a 30- day period of reduced/disrupted liquidity.
III. Bank AK can manage liquidity over a period of one year.
IV. Bank AK can provide capital accounts with reliable common equity financing.
选项:
A.I and II.
B.II, III and IV.
C.III & IV.
D.I, II and IV.
解释:
C is correct.
考点:the net stable funding ratio
解析:
NSFR的目标是确保银行在未来一年内不会遭受流动性风险带来的损失,而LCR则确保银行在30天内流动性下降时不会遭受损失, III正确
第一个:After all wholesale funding and capital are deducted, bank AK still have enough deposit sources of funding for its assets
为什么要特别说明去除批发存款和资本金呢?