开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

ivywang · 2023年08月27日

A 选项 net debit cap什么意思

NO.PZ2020042003000050

问题如下:

FMUs use several tools to monitor and manage intraday exposures and to assist their participants with their own intraday liquidity risk management. Which of the following statements is NOT correct?

选项:

A.

FMUs utilize a net debit cap to limit exposure to a single participant

B.

In a deteriorating credit situation, an FMU may begin to monitor a participant’s risk position and its initial and variation margin collateral values in real-time to ensure sufficient coverage.

C.

FMUs maintain backup credit lines from commercial banks, but it is unable to get central bank’s credit lines in a crisis situation.

D.

Some FMUs have established settlement deadlines in a way that reduces intraday liquidity risk.

解释:

考点:对FMU Tools to Manage Intraday Settlement Risk的理解

答案:C

解析:

选项C错误,FMU即可以得到Commercial banksbackup credit lines,又可能在危机情况下得到central bank的支持。正确的描述为:

FMUs maintain backup credit lines from both commercial banks and central banks to be able to provide liquidity in a crisis situation.

跟net credit cap 怎么分清

1 个答案

pzqa27 · 2023年08月28日

嗨,努力学习的PZer你好:


这个在讲义这部分有介绍,这个概念有些抽象,同学可以参考下对应标题的视频,何老师有详细的画图解释。

----------------------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!