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december · 2022年07月26日

可以详细讲解下这道题吗

NO.PZ2020042003000057

问题如下:

The following statements are about theeffect of liquidity options on the bank. About the effects, which of thefollowing is NOT correct?

选项:

A.

A liquidity impact on the balance sheet by theamount withdrawn or repaid.

B.

The liquidity impact can bequite substantial if the deposit has a big notional.

C.

A financial impact by the difference between the contract’s interestrates, credit spread and the market level of the same variables at the time theliquidity option is exercised, applied on the withdrawn or repaid amount.

D.

The liquidity effects of liquidity options canbe hedged by a mixture of standard and statistical techniques.

解释:

考点:对Liquidity Options的理解

答案:D

解析:

选项ABC的描述正确,关于D选项,正确的应该为:The financial effects of liquidity options can be hedged by amixture of standard and statistical techniques.

可以详细讲解下这道题吗

1 个答案

李坏_品职助教 · 2022年07月26日

嗨,努力学习的PZer你好:


题目问的是liquidity options对于bank的影响,哪一项是错误的。


liquidity option对银行的财务影响(financial effect)可以用工具来做hedge,其他的effect不可以hedge。


红框的上面两段话就是这两种effect的定义,可以看出ABC都是对的。






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虽然现在很辛苦,但努力过的感觉真的很好,加油!