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lynn666 · 2023年05月11日

c选项什么意思啊？

  1. FRM II
  2. Liquidity and Treasury Risk

NO.PZ2020042003000067

问题如下：

Which of the following statements is NOTcorrect?

选项：

A.

Liquid asset buffer may bereduced in severe stress, as the liquidity-generating capacity of securitiesincluded in the liquid asset buffer may be reduced in periods of severecondition.

B.

Stressed Liquid Asset Buffer= Normal Liquid Asset Buffer – Stressed Cash Outflow + Stressed Cash Inflows

C.

Prematurelysettled non-contractual maturity obligations can be classified as stressedoutflows

D.

Whenconsidering stressed inflows, we should be aware that stressed inflows may bereduced or limited in a particular stress scenario

解释：

考点：对Measuring Contingent LiquidityRequirements的理解

答案：A

解析：

A选项错误，在计算Liquidasset buffer时，应该确保liquidity-generating capacity在危急时刻不受影响。关于A选项正确的表述为：

Ensure that the liquidity-generatingcapacity of securities included in the liquid asset buffer remains intact evenin periods of severe stress.

麻烦老师翻译一下是哪种情况？提前约定好的，没签订合同的？

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品职答疑小助手雍 · 2023年05月11日

同学你好，可以提前mature的负债债权人可以提前来要钱，比如人家存的定期，但是突然要来要钱了（定期利息不要了，接收活期利息之类的），属于stressed outflow。

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