NO.PZ2020042003000002
问题如下:
Which of the following statement about Funding
Liquidity risk is correct?
选项:
A. Funding Liquidity risk is different from the
balance sheet risk
Funding Liquidity risk is the risk that creditors
either withdraw credit or change the terms on which it is granted in such a way
that the positions have to be unwound and/or are no longer profitable.
D.
Funding Liquidity risk is low if assets can be liquidated or a position can be
covered quickly, cheaply, and without moving the price too much.
解释:
考点:对Liquidity risk的概念理解
答案:B选项表述正确,本题选B。
解析:
A选项描述错误,Funding
liquidity risk也可以称为Balance sheet risk.
C选项描述错误,C选项的描述应该是:Systemic Risk
D选项描述错误,D选项描述的情况应该是:Transaction liquidity risk
transaction risk和liquidity risk 的区别是什么?D为什么让我感觉,因为不能及时变卖所以流动性很差的感觉?