NO.PZ2020042003000117
问题如下：
The following statements are about the
reasons why banks adapt a pooled average cost approach to LTP. Which of the
following statements is wrong?
选项：
A. averaging funding costs
across all assets is much simpler than having to charge individually
it is easier for business
units to understand the LTP process and provides more incentive for them to
comply.
the average cost of funds is
less susceptible to intermediate changes in banks’ actual market cost of funding,
thereby reducing net interest income volatility across businesses.
This approach allows higher rates to be assigned to products that use or provide
liquidity for longer periods of time.
解释：
考点：对LTP in Practice: Managing On-Balance
Sheet Funding Liquidity Risk的理解
答案：D
解析：
选项D表述错误。
a pooled average cost approach to LTP对所有期限都是用相同的利率定价，因此D选项错误。
老师在流动性转移定价过程中 pooled average cost approach只是说算的是平均成本，数据是基于预期的，能不能详细讲一下这个方法的特点
