NSFR在哪一门课里面还会详细讲到？

问题如下：

In December 2010, the BCBS published two global standards for liquidity risk, which of the following statements about the two standards is wrong?

选项：

A.

For the net stable funding ratio (NSFR), the denominator is calculated from assets and it does not include the off-balance-sheet items.

B.

Liquidity Coverage Ratio (LCR): ensure banks have sufficient high-quality liquid assets to meet their daily net cumulative cash outflows during an idiosyncratic shock, for a period of one calendar month.

C.

Net stable funding ratio (NSFR): aimed at reducing banks structural liquidity risk by encouraging the use of longer-term funding of assets and other business activities.

D.

NSFR = Amount of stable funding / required amount of stable funding

解释：

考点：对LTP in Practice: Managing Contingent Funding Liquidity Risk的理解

答案：A

解析：

选项A错误。在NSFR中，分母的计算是从Assets and off-balance-sheet items requiring funding得到。