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LHY · 2020年08月15日

怎么两道相同题目问一道题:NO.PZ2020042003000014 [ FRM II ]

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 bemitigated through higher capital, which reduces depositors’ concern aboutsolvency, the typical trigger of a run, and higher reserves, which reducesconcern about liquidity.

B.

If one hedge fund has unusedborrowing capacity on pledged assets to finance additional positions, it meansthat it does not have the funding liquidity risk.

C.

In a systemic risk event, many hedge fundsthat had not experienced large losses could receive redemption requests frominvestors who were themselves seeking liquidity.

D.

Forcommercial banks, keeping certain ratios of ready cash and readily marketablesecurities can help to meet unusual demands by depositors and other short-termlenders 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Unusedborrowing 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。

怎么两道题目是一样的呢?

1 个答案

品职答疑小助手雍 · 2020年08月16日

啊哈,谢谢指出,我跟后台反应一下,删掉其中一个~

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