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我们 · 2020年06月08日

问一道题:NO.PZ2020042003000061

问题如下:

Which of the following statements is NOT correct?

选项:

A.

For the repo transactions, the TSAA is reduced but the TSECF and TSECCF are not affected

B.

For the reverse repo transaction, the TSAA is increased and the TSLGC is not affected

C.

For the sell/buyback transactions, TSAA decreases.

D.

For the security lending, TSAA decreases and the TSLGC increases.

解释:

考点:对Quantitative Liquidity Risk Measures的理解

答案:D

解析:

D选项表述错误,对于Security lending, TSAA降低,同时TSLGC不变。

sell/buyback ,TSAA·不是增加的吗?

1 个答案

小刘_品职助教 · 2020年06月08日

同学你好,

sell/buy back的操作基本上相当于repo,只是押品的所有权发生了转移,你把资产都卖了,那抵押品就下降了,所以TSAA是下降的。

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