开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

我们 · 2020年06月08日

问一道题:NO.PZ2020042003000060

问题如下:

Which of the following statements about liquidity generation capacity is NOT correct?

选项:

A.

Liquidity generation capacity manifests itself in two ways: balance sheet expansion and balance sheet shrinkage.

B.

Repo can also be considered separately and labelled as balance sheet expansion.

C.

LGC related to balance sheet expansion is dependent on these external factors, whereas balance sheet reduction, or "balance sheet neutral” are not.

D.

Balance sheet liquidity (BSL), is the liquidity that can be generated by the assets existing in the balance sheet.

解释:

考点:对Quantitative Liquidity Risk Measures的理解

答案:B

解析:

选项B错误,Repo不属于balance sheet expansionRepo被划分为balance sheet neutral: Repo can also be considered separately and labelled as “balance sheet neutral”.

选项A,不应该还包括B/S netural吗?


2 个答案

小刘_品职助教 · 2021年03月03日

同学你好,

下面这个中性两个都不属于,你可以认为这道题blance sheet neutral补充之后使得整个表述更完整,但是只说balance sheet expansion and balance sheet shrinkage 也不能算他错,毕竟原版书上就是这么描述的。

小刘_品职助教 · 2020年06月08日

同学你好,

选项A就只有两种方式哈~balance sheet expansion and balance sheet shrinkage.

老师上课有讲,可以看一下基础班的讲义188页。

临江仙 · 2021年03月03日

那下面那个中性什么意思呢?归属于上面哪个?