开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

LHY · 2020年08月24日

问一道题:NO.PZ2020042003000116

问题如下:

In the pooled approach to LTP, this method charges users and credit providers of funding liquidity and an average rate was calculated based on the interest expense (cost of funds) across all existing funding sources. The following statements are about the pooled approach to LTP, which of the following statement is wrong?

选项:

A.

In this approach, all assets irrespective of their maturity are charged the same rate for their use of funds (cost of liquidity).

B.

The average cost of funds can appropriately and timely reflect market perceptions of risk.

C.

This approach ignores the heightened liquidity risk embedded in longer-term assets.

D.

Business units will be discouraged from raising long-term liabilities as there is no premium credited to liabilities that provide funding for longer time.

解释:

考点:对LTP in Practice: Managing On-Balance Sheet Funding Liquidity Risk的理解

答案:B

解析:

选项B错误。The average cost of funds这种平均利率方法的缺点之一就是滞后于市场实际利率的变化,因此无法及时准确地反映市场对风险的补偿。B选项改正后正确的表述为:

The average cost of funds lags changes in the actual market cost of funds, it does not appropriately reflect market perceptions of risk.

解释下D 谢谢


1 个答案

袁园_品职助教 · 2020年08月24日

同学你好!

D是 average cost of funds 这种方法的缺点之一,平均成本会导致提供流动性的机构更愿意去提供短期资金支持

 

  • 1

    回答
  • 0

    关注
  • 468

    浏览
相关问题