NO.PZ2020042003000063
问题如下:
The following statements are about the term
structure of expected liquidity. Which of the following statement is NOT
correct?
选项:
A.
The term structure of expected liquidity
(TSLe) is basically a combination of the TSECCF and the TSLGC
The term structure of
expected liquidity is a measure to check whether the financial institution is
able to cover negative cumulated cash flows at any time in the future
The TSL could be negative even
if the financial institution wants to be solvent all the time
The
TSLe includes all possible expected cash flows generated by ordinary business
activity, new business, the liquidity policy operated, and the measures taken
to cope with negative cumulated cash flows.
解释:
考点:对The Term Structure of Expected
Liquidity,Cash Flows at Risk,TSLaR的理解
答案:C
解析:
选项C错误,正确的表述应为:The
TSL must always be positive if the financial institution has to be solvent all
the time.
TSL must always be positive 和TSL可以为负不冲突吧?不是说只要不是长期或者连续为负都是可以的嘛?