NO.PZ2020042003000072
问题如下:
The following statements are about the
liquidity risk reporting, which of the following is NOT correct?
选项:
A.
Daily Liquidity Report assists Treasury
department to gauge the trend of deposit balances over time.
Undrawn Commitment Report
shows off-balance sheet products like liquidity lines, revolving credit
facilities, letters of credit and guarantees are potential stress points for a
bank’s funding requirement
Wholesale Pricing and Volume
is an indication of liquidity strength can also be gleaned from looking at a
bank’s funding costs, and the composition of its funding by product.
Summary
and Qualitative Reports is Liquidity report MI for senior management should be
presented as a 1-page summary of the key liquidity metrics (a monthly basis or
directed by ALCO).
解释:
考点:对Liquidity Risk Reporting and Stress
Testing的理解
答案:A
解析:
A选项的描述错误,A选项描述的情况属于Deposit Tracker Report: Deposit Tracker Report assists Treasury
department to gauge the trend of deposit balances over time.
D选项的MI是什么意思