问题如下:
Based on Statement 2, the financial ratio most directly affected is the:
选项:
A.Tier 2 capital ratio.
net stable funding ratio.
liquidity coverage ratio.
解释:
C is correct.
Reverse repurchase agreements represent collateralized loans between a bank and a borrower. A reverse repo with a 30- day maturity is a highly liquid asset and thus would directly affect the liquidity coverage ratio (LCR). LCR evaluates short- term liquidity and represents the percentage of a bank’s expected cash outflows in relation to highly liquid assets.
不是很明白,逆回购意思是类似于抵押贷款,答案的意思是把手上的cash短期内变成流动性较高的债券?那按照LCR公式的分母,high liquid assets没有变化,只是cash变bond,总量没变化把。