NO.PZ2020021601000014
问题如下:
Ivan Paulinic, an analyst at a large wealth management firm, meets with his supervisor to discuss adding financial institution equity securities to client portfolios.
Paulinic gathers data on three national banks that meet initial selection criteria but require further review.
All of the national banks under consideration primarily make long- term loans and source a significant portion of their funding from retail deposits. Paulinic and the rest of the research team note that the central bank is unwinding a long period of monetary easing as evidenced by two recent increases in the overnight funding rate. Paulinic informs his supervisor that:
Statement 1 Given the recently reported stronger- than- anticipated macroeconomic data, there is an imminent risk that the yield curve will invert.
Statement 2 N- bank is very active in the 30- day reverse repurchase agreement market during times when the bank experiences significant increases in retail deposits.
Based on Statement 2, the financial ratio most directly affected is the:
选项:
A.Tier 2 capital ratio.
B.net stable funding ratio.
C.liquidity coverage ratio.
解释:
C is correct.
Reverse repurchase agreements represent collateralized loans between a bank and a borrower. A reverse repo with a 30- day maturity is a highly liquid asset and thus would directly affect the liquidity coverage ratio (LCR). LCR evaluates short- term liquidity and represents the percentage of a bank’s expected cash outflows in relation to highly liquid assets.
Statement 2 N- bank is very active in the 30- day reverse repurchase agreement market during times when the bank experiences significant increases in retail deposits.
老师您好,题目是想问STATEMENT2 这个情况最直接影响那个金融比率是吗?请问下STATEMENT2表述是是否是当银行的零售储户的存款大幅增加时候 N银行在30天的回购协议市场上非常活跃?没太懂要怎么理解这个题目。