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沉睡宝宝鸭 · 2024年09月24日

请翻译一下每一个选项

NO.PZ2022071101000009

问题如下:

A CFO has asked for a review of the bank’s contingency funding plan and would like to ensure that key components are incorporated. Which of the following is a correct statement regarding the key components to be found in an effective contingency funding plan (CFP)?

选项:

A.

Liquidity stress testing scenarios are designed to focus solely on institution-specific risks and address both market (asset) liquidity and funding liquidity, over short-term and prolonged stress periods.

B.

Institutions should align their CFP stress scenarios to those in its liquidity stress testing framework, as well as to other frameworks such as recovery and resolution plans.

C.

Identification of contingent actions such as maintaining investment strategies to reinvest maturing securities in order to maximize and maintain bank profitability during stressed periods.

D.

The liquidity crisis team may invoke the CFP based on a review of the markets, industry, bank-specific conditions, and liquidity stress testing results.

解释:

中文解析:

B是正确的。

A错误。流动性压力测试情景也应当重视系统性风险。

C错误。应急措施应当包括对到期投资的展期,来增加银行的流动性。

D错误。财务主管在与首席财务官协商后,可援引CFP。

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B is correct.

A is incorrect. Liquidity stress testing scenarios should also focus on systemic risks.

C is incorrect. Contingent actions should include rolling off of maturing investments to increase bank liquidity.

D is incorrect. The treasurer in consultation with the CFO may invoke the CFP.

​请翻译一下每一个选项。。。。

1 个答案

pzqa39 · 2024年09月25日

嗨,努力学习的PZer你好:


一位首席财务官(CFO)要求审查银行的应急资金计划(CFP),并希望确保包含关键组件。以下哪一项关于有效应急资金计划关键组件的陈述是正确的?


A.

流动性压力测试情景仅关注机构特定风险,并在短期和长期压力期内同时解决市场(资产)流动性和资金流动性问题。

B.

机构应将其CFP压力测试情景与流动性压力测试框架以及其他框架(如恢复和处置计划)相一致。

C.

确定应急措施,例如保持投资策略,将到期的证券再投资,以在压力期间最大化和保持银行盈利能力。

D.

流动性危机团队可以根据对市场、行业、银行特定条件和流动性压力测试结果的审查,启动CFP。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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