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还是星宇好 · 2020年09月28日

问一道题:NO.PZ2020042003000062

问题如下:

The following statements are about the term structure of available assets, which of the following is NOT correct?

选项:

A.

The TSAA is affected by purchases, when the asset expires, the TSAA records a reduction to zero of its availability, since it no longer exists.

B.

During the life of the asset, the availability is affected by total or partial selling of the position.

C.

The TSAA is not affected by Repos.

D.

Payments by the asset during the repo agreement belong to the bank, so that the TSECF and in the TSECCF are not affected in any way.

解释:

考点:对The Term Structure of Expected Liquidity,Cash Flows at Risk,TSLaR的理解

答案:C

解析:

Repo transactions会降低TSAA,因为一旦进入Repo,债券将会被抵押出去,无法卖出该抵押品。C选项改成正确的为:

Although the asset is still owned by bank, its possession passes to counterparty. It cannot either be sold or used as collateral until the end when it is returned

Payments by the asset during the repo agreement belong to the bank, so that the TSECF and in the TSECCF are not affected in any way.

这个选项是不是应改成are affected,repo期间债券期间产生的现金留还是归属银行,所以还是会影响TSECF和TSECCF

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已采纳答案

袁园_品职助教 · 2020年09月29日

同学你好!

D是正确的,不需要改。就是因为现金流仍然归属银行,就好像什么都没有发生一样,所以才not affected

你可以再去听一下 Section 6 “The Term Structure of Available Assets” 这一节的视频

还是星宇好 · 2020年10月01日

相当于本来就是银行的,所以没啥影响

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