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hetong · 2023年08月21日

求解释C选项

NO.PZ2020042003000012

问题如下:

Which of the following statements about the liquidity in crisis situations is NOT correct?

选项:

A.

When crisis happens, the market liquidity could dry up.

B.

In the crisis situation, the orders cannot be executed, to make the market the dealer would decrease the bid-ask spread.

C.

In the crisis situation, the sell orders can overwhelm the market.

D.

If the margin or collateral requirement is m and the maximum loss for the position is L(Max), the worst-case cash outflow is: m × LMax

解释:

考点:对Liquidity in Crisis Situations的理解

答案:B选项描述错误,本题选B

解析:

B选项错误,在危机情景下,Dealer做市要承担更大的风险,因此Bid–ask spread rises dramatically.

为什么seller会overwhelme

1 个答案

李坏_品职助教 · 2023年08月21日

嗨,努力学习的PZer你好:


金融危机时期,投资者和金融机构手里的资产迅速贬值,一方面基金公司的客户会申请赎回,这样基金公司不得不卖出股票。另一方面,如果投资者是加杠杆买股票的话,此时会触发一些强制平仓(就是你账户里的保证金低于阈值了,如果不充钱的话,券商会强制卖掉你的股票),也会涌现很多卖单。

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

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