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早睡早起快乐学习 · 2022年10月19日

请问这是哪个知识点？

  1. FRM II
  2. Liquidity and Treasury Risk

NO.PZ2020042003000029

问题如下：

Which of the following statements about sources of liquidity is NOT correct?

选项：

A.

Cash and treasury securities are excellent sources of liquidity, but relatively expensive sources of liquidity

B.

Financial institution can liquidate trading book positions to raise cash.

C.

Wholesale deposits is more stable than retail deposits, because retail deposits can disappear quickly in stressed market conditions.

D.

A financial institution can (at a cost) mitigate its funding risks somewhat by arranging lines of credit.

解释：

考点：对Liquidity Funding Risk的理解

答案：C选项表述错误，本题选C

解析：

C选项表述错误，Wholesale deposits是一种更Volatile的资金来源，而Retail deposits更加稳定。

Wholesale deposits are a more volatile source of funding than retail deposits and can disappear quickly in stressed market conditions.

对这个知识点没有印象诶...常理来说不是whosale（批发相比零售）更稳定嘛

这个结论重要嘛需要背下来不？

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1 个答案

DD仔_品职助教 · 2022年10月19日

嗨，努力学习的PZer你好：


在基础班讲义106页。比较重要，需要记一下的。

这里是这样理解的，retail的钱都是分散的，每个存款人存一点点，所以不太会出现那种大家一下子都取钱的情况。而对于wholesale，一个客户的金额就很大，一旦取走就会导致银行流动性出现问题，所以wholesale不太稳定。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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NO.PZ2020042003000029 问题如下 Whiof the following statements aboutsources of liquity is NOT correct? Cash antreasury securities are excellentsources of liquity, but relatively expensive sources of liquity Financiinstitution cliquite trangbook positions to raise cash. Wholesale posits is more stable thretailposits, because retail posits csappequickly in stressemarketcontions. Afinanciinstitution c(a cost) mitigate its funng risks somewhbyarranging lines of cret. 考点对Liquity Funng Risk的理解答案C表述错误，本题选C解析C表述错误，Wholesaleposits是一种更Volatile的资金来源，而Retailposits更加稳定。 Wholesale posits are a more volatilesourof funng thretail posits ancsappequickly in stressearket contions. 可以下，没看懂，为什么arrange 授信额度会那样呢

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NO.PZ2020042003000029 老师， A现金和短期国债为什么expensive 呢？这俩不是最便宜的吗？ C批发为什么比零售在危机时更容易消失呢？ 谢谢

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