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水瓶公主 · 2024年01月18日

证券贷出去，可获得贷款现金流，为什么LGC不变

  1. FRM II
  2. Liquidity and Treasury Risk

NO.PZ2020042003000061

问题如下：

Which of the following statements is NOT correct?

选项：

A.

For the repo transactions, the TSAA is reduced but the TSECF and TSECCF are not affected

B.

For the reverse repo transaction, the TSAA is increased and the TSLGC is not affected

C.

For the sell/buyback transactions, TSAA decreases.

D.

For the security lending, TSAA decreases and the TSLGC increases.

解释：

考点：对Quantitative Liquidity Risk Measures的理解

答案：D

解析：

D选项表述错误，对于Security lending, TSAA降低，同时TSLGC不变。

D选项LGC为什么不变

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1 个答案

pzqa27 · 2024年01月19日

嗨，努力学习的PZer你好：


因为把股票借出去之后并没有收到cash，对方最后也是再把股票还给你


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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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