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

frm二级过过过! · 2023年10月29日

这道题A怎么理解?

NO.PZ2020042003000115

问题如下:

When managing on-balance sheet funding liquidity risk, the zero cost of funds approach take liquidity as a free good. The following statements are about the zero cost of funds approach, which of the following is NOT correct?

选项:

A.

A zero charge for the cost of liquidity and a zero credit for the benefit of liquidity exacerbated maturity transformation to the largest degree possible.

B.

This approach resulted in the hoarding of short-term highly liquid assets.

C.

As the funding conditions so easy, banks viewed spreads as pure credit risk adjustments and ignored funding liquidity risk altogether, thus the bank use the zero-cost approach.

D.

It is a poor practice identified that some banks failed to account for the costs, benefits and risks of liquidity in their business activities.

解释:

考点:对LTP in Practice: Managing On-Balance Sheet Funding Liquidity Risk的理解

答案:B

解析:

选项B错误,关于B选项的正确表述为:

This approach resulted in the hoarding of long-term highly illiquid assets, and very few long-term stable liabilities to meet funding demands as they became due.

No.PZ2020042003000115 (选择题)

来源: 品职出题

When managing on-balance sheet funding liquidity risk, the zero cost of funds approach take liquidity as a free good. The following statements are about the zero cost of funds approach, which of the following is NOT correct?

您的回答A, 正确答案是: B

A

A zero charge for the cost of liquidity and a zero credit for the benefit of liquidity exacerbated maturity transformation to the largest degree possible.

B

This approach resulted in the hoarding of short-term highly liquid assets.

C

As the funding conditions so easy, banks viewed spreads as pure credit risk adjustments and ignored funding liquidity risk altogether, thus the bank use the zero-cost approach.

D

It is a poor practice identified that some banks failed to account for the costs, benefits and risks of liquidity in their business activities.

2 个答案
已采纳答案

pzqa27 · 2023年11月28日

嗨,爱思考的PZer你好:


这里主要说的是使用zero cost的方法会使得银行有更短期的负债和长期的资产

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

pzqa27 · 2023年10月30日

嗨,从没放弃的小努力你好:


A是讲义上原话,司库在对流动性进行定价的时候如果采用zero cost 的方法,那么流动性的来源一方没有收到好处,流动性的使用方也没支付credit,这样会加速银行借短投产,加速长期非流动性资产的囤积。

----------------------------------------------
加油吧,让我们一起遇见更好的自己!

水瓶公主 · 2023年11月28日

银行短期负债和长期资产多,对吧?

  • 2

    回答
  • 0

    关注
  • 244

    浏览
相关问题

NO.PZ2020042003000115问题如下 When managing on-balansheet funng liquityrisk, the zero cost of fun approatake liquity a free goo Thefollowing statements are about the zero cost of fun approach, whiof thefollowing is NOT correct? A zero charge for the cost ofliquity ana zero cret for the benefit of liquity exacerbatematurity transformation to thelargest gree possible. This approaresultein thehoarng of short-term highly liquiassets. the funng contions so easy, banksviewesprea pure cret risk austments anignorefunng liquityrisk altogether, thus the bank use the zero-cost approach. Itis a poor practiintifiethsome banks faileto account for the costs,benefits anrisks of liquity in their business activities. 考点对LTP in Practice: Managing On-BalanceSheet Funng Liquity Risk的理解答案B解析B错误,关于B的正确表述为This approaresultein the hoarng oflong-term highly illiquiassets, anvery few long-term stable liabilities tomeet funng man they became e. 请问为社么0成本融资法会囤积长期的低流动性的资产

2024-04-09 22:40 1 · 回答

NO.PZ2020042003000115问题如下 When managing on-balansheet funng liquityrisk, the zero cost of fun approatake liquity a free goo Thefollowing statements are about the zero cost of fun approach, whiof thefollowing is NOT correct? A zero charge for the cost ofliquity ana zero cret for the benefit of liquity exacerbatematurity transformation to thelargest gree possible. This approaresultein thehoarng of short-term highly liquiassets. the funng contions so easy, banksviewesprea pure cret risk austments anignorefunng liquityrisk altogether, thus the bank use the zero-cost approach. Itis a poor practiintifiethsome banks faileto account for the costs,benefits anrisks of liquity in their business activities. 考点对LTP in Practice: Managing On-BalanceSheet Funng Liquity Risk的理解答案B解析B错误,关于B的正确表述为This approaresultein the hoarng oflong-term highly illiquiassets, anvery few long-term stable liabilities tomeet funng man they became e. ​能一下​能一下

2024-02-19 22:18 1 · 回答

NO.PZ2020042003000115 This approaresultein thehoarng of short-term highly liquiassets. the funng contions so easy, banksviewesprea pure cret risk austments anignorefunng liquityrisk altogether, thus the bank use the zero-cost approach. Itis a poor practiintifiethsome banks faileto account for the costs,benefits anrisks of liquity in their business activities. 考点对LTP in Practice: Managing On-BalanceSheet Funng Liquity Risk的理解 答案B 解析 B错误,关于B的正确表述为 This approaresultein the hoarng oflong-term highly illiquiassets, anvery few long-term stable liabilities tomeet funng man they became e. 这道题我看不懂讲什么

2021-09-14 22:57 1 · 回答