为何有ECCF？

问题如下：

Gerard Bank enters into a reverse repo transaction for six months. Which of the following statements is most accurate regarding the impact of the transaction?

选项：

A.

TSLGC will not be impacted.

B.

Both TSAA and TSECCF are impacted.

C.

TSECF is impacted, but TSECCF will not be impacted.

D.

Possession and ownership of the asset belong to the counterparty.

解释：

对于反向回购交易，TSAA（Total Stochastic Actual Available funds，全随机实际可用资金）和TSECCF（Total Stochastic Expected Cash Outflows，全随机预期现金流出）及TSECF（Total Stochastic Expected Cash Flows，全随机预期现金流量）都会受到影响。而TSLGC（Total Stochastic Liquidity Gap Cushion，全随机流动性缺口缓冲）可能受影响也可能不受影响。所有权属于交易对手方，但实物（证券）由银行持有。