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claireteng · 2022年11月17日

请问选项D在讲义哪里？

  1. FRM II
  2. Liquidity and Treasury Risk

NO.PZ2020042003000063

问题如下：

The following statements are about the term structure of expected liquidity. Which of the following statement is NOT correct?

选项：

A.

The term structure of expected liquidity (TSLe) is basically a combination of the TSECCF and the TSLGC

B.

The term structure of expected liquidity is a measure to check whether the financial institution is able to cover negative cumulated cash flows at any time in the future

C.

The TSL could be negative even if the financial institution wants to be solvent all the time

D.

The TSLe includes all possible expected cash flows generated by ordinary business activity, new business, the liquidity policy operated, and the measures taken to cope with negative cumulated cash flows.

解释：

考点：对The Term Structure of Expected Liquidity,Cash Flows at Risk,TSLaR的理解

答案：C

解析：

选项C错误，正确的表述应为：The TSL must always be positive if the financial institution has to be solvent all the time.

请问选项D在讲义哪里？是什么意思，能解释一下吗，尤其是最后一句话

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1 个答案

品职答疑小助手雍 · 2022年11月18日

同学你好，在基础班讲义202页，黑字部分的第三段原话。

其实就是说TSLe，它是包含了全部所有的cash flow的，最后一个字段说的是其中一个包含的部分：（指代的是）想办法应对负的cunmulated CF所产生的现金流。

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