NO.PZ2020042003000061
问题如下:
Which of the following statements is NOT
correct?
选项:
A. For the repo transactions, the TSAA is reduced
but the TSECF and TSECCF are not affected
For the reverse repo transaction, the TSAA is
increased and the TSLGC is not affected
For the sell/buyback transactions, TSAA decreases.
For
the security lending, TSAA decreases and the TSLGC increases.
解释:
考点:对Quantitative Liquidity Risk Measures的理解
答案:D
解析:
D选项表述错误,对于Security
lending, TSAA降低,同时TSLGC不变。
请问证券被借出,那我产生流动性的工具就少了,为什么LGC不变呢