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LHY · 2020年08月16日

问一道题:NO.PZ2020042003000046 [ FRM II ]

问题如下:

Stress testing of intraday liquidity riskcan yield multiple benefits for a bank, which of the following statements isNOT correct?

选项:

A.

It can help identify key vulnerabilities andtheir sensitivity to external factors.

B.

It can help track the percentageof outgoing payment activity relative to time of day

C.

It can help in formulating contingency plansfor how a bank might respond to an event.

D.

Itcan help develop the technology infrastructure to support robust modeling to providethe bank with an extremely useful capability for working through an actualcrisis.

解释:

考点:对Risk Management, Measurement andMonitoring Tools for Financial Institutions的理解

答案:B

解析:

选项B不属于Stresstesting of intraday liquidity risk的优点,ABC三个选项均属于Stress testing of intraday liquidity risk的优点。

B讲的是个啥?????

1 个答案

袁园_品职助教 · 2020年08月17日

同学你好!

B 说stress testing 可以帮助我们监测 outgoing payment 的百分比(这是不对的,跟stress testing没关系)