问题如下：
In December 2010, the BCBS published two
global standards for liquidity risk, which of the following statements about
the two standards is wrong?
选项：
A. For the net stable funding ratio (NSFR), the
denominator is calculated from assets and it does not include the
off-balance-sheet items.
Liquidity Coverage Ratio
(LCR): ensure banks have sufficient high-quality liquid assets to meet their
daily net cumulative cash outflows during an idiosyncratic shock, for a period
of one calendar month.
Net stable funding ratio
(NSFR): aimed at reducing banks structural liquidity risk by encouraging the
use of longer-term funding of assets and other business activities.
NSFR = Amount of stable funding / required amount of stable funding
解释：
考点：对LTP in Practice: Managing Contingent
Funding Liquidity Risk的理解
答案：A
解析：
选项A错误。在NSFR中，分母的计算是从Assets and off-balance-sheet items requiring funding得到。
请问B选项中为什么是during an idiosyncratic shock啊？不包括系统性风险吗
