NO.PZ2019070901000115
问题如下:
Regarding to liquidity coverage ratio(LCR), which of the following statement is least accurate ?
选项:
A.The goal of liquidity coverage ratio (LCR) is to ensure that banks have adequate, highly-quality liquid assets to fully cover total net cash outflows over the next 30 days.
B.The goal of the liquidity coverage ratio( LCR) is to protect banks over a medium-time horizon of 6 months.
C.The High-Quality Liquidity Assets(HQLA) can be classified into 3 categories: Level 1 assets, Level 2A assets and Level 2B assets.
D.
The goal of the liquidity coverage ratio(LCR) is to make bank more resilient to short-term liquidity stress scenario.
解释:
A is correct.
考点:LCR
解析: LCR要求银行拥有足够的高质量流动资产,用来完全满足下个月的净现金流出总额,其目的是为了使银行可以增强对短期流动性冲击的抵抗力。
其中的高质量流动资产的质量从高到低分为:level 1, level 2A和 level 2B,其中2级的总量不能超过总HQLA的40%,level 2B的总量不能超过总HQLA的15%。
A选项是对的啊
这个题目答案不应该是选六个月那个吗