改变风险管理政策为什么会影响LaR

问题如下：

Which of the following statements about the factors that influence cash flow and LAR is not correct?

选项：

A.

Margin requirements can influence the cash flows and LAR.

B.

Unexpected cash flows triggered by the exercise of options can influence the cash flows and LAR.

C.

Borrowing or lending can influence the cash flows and LAR.

D.

Changes in risk management policy have no influence in cash flows and LAR.

解释：

考点：对Funding Liquidity Risk Measurement的理解

答案： 选项D描述错误，因此本题选D。

解析：

影响Cash flow和LAR的因素有（Factors that influence cash flow and LAR）：

1、Borrowing or lending

2、Margin requirements

3、Collateral obligations

4、Unexpected cash flows can be triggered by the exercise of options

5、Changes in risk management policy

Changes in risk management policy会影响到Cash flows和LAR，因此本题选D。