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。。。。