问题如下：
Which of the following statements about the
“Liquidity Risk Management of Financial Institutions” is NOT correct?
选项：
A. For commercial banks, Fragility
can be mitigated through higher capital, which reduces depositors’ concern
about solvency, the typical trigger of a run, and higher reserves, which
reduces concern about liquidity.
If one hedge fund has unused
borrowing capacity on pledged assets to finance additional positions, it means
that it does not have the funding liquidity risk.
In a systemic risk event, many hedge funds
that had not experienced large losses could receive redemption requests from
investors who were themselves seeking liquidity.
For
commercial banks, keeping certain ratios of ready cash and readily marketable
securities can help to meet unusual demands by depositors and other short-term
lenders for the return of their money.
解释：
考点：对Liquidity Risk Management of Financial
Institutions的理解
答案：B选项描述错误，本题选B
解析：
B选项错误，即便拥有Unused
borrowing capacity，依然有可能面临Funding liquidity risk，因为承诺提供Borrowing的机构可能会提高Haircut，或者会拒绝Hedge fund提供的Collateral，在这种情况下Unused borrowing capacity很有可能无法兑现。
请问选项C该如何理解？在金融危机中，hedge fund不会有重大损失的原因是什么呢
