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lynn666 · 2023年02月24日

a选项

NO.PZ2022071101000007

问题如下:

A credit analyst is evaluating the liquidity of a small regional bank while preparing a report for a credit committee meeting. With quarterly financial statements, the analyst calculates some relevant liquidity indicators over the past three years. Which of the following trends over this period should the analyst be most concerned about in the credit risk report?

选项:

A.

The bank’s average net federal funds and repurchase agreements position has been increasing.

B.

The bank’s capacity ratio has been increasing.

C.

The bank’s pledged securities ratio has been decreasing.

D.

The bank’s loan commitments ratio has been decreasing.

解释:

中文解析:

B是正确的。capacity ratio=(净贷款+租赁) / 总资产,所以当贷款和租赁这些流动性较弱的资产的占比上升时,流动性是下降的。

A不正确。当隔夜贷款相对于隔夜借款增加时,流动性就会增加。

C不正确。当更少的债券被质押时,流动性上升。

D不正确。当贷款承诺相对于总资产减少时,流动性就会增加。

--------------------------------------------------------------------------------------------------------------------

B is correct. Capacity ratio is the ratio of net loans and leases to total assets, so liquidity decreases when net loans and leases increase relative to total assets, because they are often illiquid.

A is incorrect. Liquidity increases when overnight loans increase relative to overnight borrowing.

C is incorrect. Liquidity increases when fewer securities are pledged/unavailable to sell relative to total securities.

D is incorrect. Liquidity increases when loan commitments decreases relative to total assets.

能否解释下a选项,隔夜贷款和隔夜借款分别指哪个?

1 个答案
已采纳答案

李坏_品职助教 · 2023年02月24日

嗨,努力学习的PZer你好:


隔夜借贷一般指的都是银行之间的同业拆借,期限都很短。有的银行短期缺钱,就会去找资金富裕的银行借一点钱应急。给出资金的就是隔夜贷款,借入资金的是隔夜借款。

看下面的第三个红色的指标,net federal funds and repos position,这个里面的federal funds sold指的是我们把手里的闲钱借给别人,而reverse repo指的是我们作为资金的贷出方,先买入对方的国债,过段时间再卖还给对方,其实也是隔夜贷款。所以这两项隔夜贷款如果比隔夜借款增多了,那就说明我们银行的流动性变强了。

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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.PZ2022071101000007问题如下 A cret analyst is evaluating the liquity of a small regionbank while preparing a report for a cret committee meeting. With quarterly financistatements, the analyst calculates some relevant liquity incators over the past three years. Whiof the following tren over this perioshoulthe analyst most concerneabout in the cret risk report? A.The bank’s average net ferfun anrepurchase agreements position hbeen increasing.B.The bank’s capacity ratio hbeen increasing.C.The bank’s pleesecurities ratio hbeen creasing.The bank’s locommitments ratio hbeen creasing. 中文解析B是正确的。capacity ratio=(净贷款+租赁) / 总资产,所以当贷款和租赁这些流动性较弱的资产的占比上升时,流动性是下降的。A不正确。当隔夜贷款相对于隔夜借款增加时,流动性就会增加。C不正确。当更少的债券被质押时,流动性上升。正确。当贷款承诺相对于总资产减少时,流动性就会增加。--------------------------------------------------------------------------------------------------------------------B is correct. Capacity ratio is the ratio of net loans anleases to totassets, so liquity creases when net loans anleases increase relative to totassets, because they are often illiquiA is incorrect. Liquity increases when overnight loans increase relative to overnight borrowing.C is incorrect. Liquity increases when fewer securities are pleeunavailable to sell relative to totsecurities.is incorrect. Liquity increases when locommitments creases relative to totassets. A 答案,1.SOLbuy=net ferfun?2.repo增加,分子减少,怎么会是增加ratio?

2024-04-10 23:20 2 · 回答