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

返回

十六岁的烟火 · 2020年10月08日

问一道题：NO.PZ2020042003000061 [ FRM II ]

  1. FRM II
  2. Liquidity and Treasury Risk

问题如下：

Which of the following statements is NOTcorrect?

选项：

A.

For the repo transactions, the TSAA is reducedbut the TSECF and TSECCF are not affected

B.

For the reverse repo transaction, the TSAA isincreased and the TSLGC is not affected

C.

For the sell/buyback transactions, TSAA decreases.

D.

Forthe security lending, TSAA decreases and the TSLGC increases.

解释：

考点：对Quantitative Liquidity Risk Measures的理解

答案：D

解析：

D选项表述错误，对于Securitylending, TSAA降低，同时TSLGC不变。

对于答案D security lending,AA不是增加么？LGC不变。

添加评论
1 个答案
已采纳答案

小刘_品职助教 · 2020年10月09日

同学你好，

security lending是借出证券，AA下降。Securities lending involves the owner of shares or bonds transferring them temporarily to a borrower。

  • 1

    回答

  • 0

    关注

  • 664

    浏览
相关问题

NO.PZ2020042003000061问题如下 Whiof the following statements is NOTcorrect? For the repo transactions, the TSis receut the TSEanTSECare not affecte. For the reverse repo transaction, the TSisincreaseanthe TSLGC is not affecte. For the sell/buybatransactions, TScreases. Forthe security lenng, TScreases anthe TSLGC increases. 考点对Quantitative Liquity Risk Measures的理解答案析述错误，对于Securitylenng, TSAA降低，同时TSLGC不变。 GC为什么不变

2024-01-18 19:35 1 · 回答

NO.PZ2020042003000061 问题如下 Whiof the following statements is NOTcorrect? For the repo transactions, the TSis receut the TSEanTSECare not affecte For the reverse repo transaction, the TSisincreaseanthe TSLGC is not affecte For the sell/buybatransactions, TScreases. Forthe security lenng, TScreases anthe TSLGC increases. 考点对Quantitative Liquity Risk Measures的理解答案析述错误，对于Securitylenng, TSAA降低，同时TSLGC不变。 o.PZ2020042003000061 (选择题)来源: 品职出题Whiof the following statements is NOT correct?您的回答正确答案是: 不正确For the repo transactions, the TSis recebut the TSEanTSECare not affecteFor the reverse repo transaction, the TSis increaseanthe TSLGC is not affecteFor the sell/buybatransactions, TScreases.or the security lenng, TScreases anthe TSLGC increases.buyback不是应该会导致available asset增加吗

2023-10-27 07:10 1 · 回答

NO.PZ2020042003000061 问题如下 Whiof the following statements is NOTcorrect? For the repo transactions, the TSis receut the TSEanTSECare not affecte For the reverse repo transaction, the TSisincreaseanthe TSLGC is not affecte For the sell/buybatransactions, TScreases. Forthe security lenng, TScreases anthe TSLGC increases. 考点对Quantitative Liquity Risk Measures的理解答案析述错误，对于Securitylenng, TSAA降低，同时TSLGC不变。 讲义194上说，repo的开始和结束的现金流应当计入LGC。而reverse repo不影响LGC，因为到期之后债券还应该还给对方，无法卖出所以LGC不受影响。问题一为什么repo的开始和结束的现金流不计入ECF和ECCF，这个是本身的定义吗，即repo属于扩张B/S寻找其他融资渠道而进行的操作，不是银行现有/新业务带来的CF？问题二为什么repo计入LGC而reverse repo不影响（二者的方向是对称的）？尽管债券到期之后要还给对方，但无ownership有Possesion的情况不是可以拿去抵押或者质押进行融资吗？这个不算是对于LGC的影响吗？

2023-09-03 18:59 1 · 回答

NO.PZ2020042003000061 问题如下 Whiof the following statements is NOTcorrect? For the repo transactions, the TSis receut the TSEanTSECare not affecte For the reverse repo transaction, the TSisincreaseanthe TSLGC is not affecte For the sell/buybatransactions, TScreases. Forthe security lenng, TScreases anthe TSLGC increases. 考点对Quantitative Liquity Risk Measures的理解答案析述错误，对于Securitylenng, TSAA降低，同时TSLGC不变。 我把bon出去之后会收获一笔现金，为什么会不变？看了之前的回答，一种是，repo之后是没有发生现金流的，所以ECF和ECCF不变另一种是，repo得到的现金流，约等于是卖了资产，所以计入LGC更合适。应该选哪种来理解？

2023-04-05 20:44 1 · 回答

NO.PZ2020042003000061 问题如下 Whiof the following statements is NOTcorrect? For the repo transactions, the TSis receut the TSEanTSECare not affecte For the reverse repo transaction, the TSisincreaseanthe TSLGC is not affecte For the sell/buybatransactions, TScreases. Forthe security lenng, TScreases anthe TSLGC increases. 考点对Quantitative Liquity Risk Measures的理解答案析述错误，对于Securitylenng, TSAA降低，同时TSLGC不变。 A为什么TSCECCF和TSCECF不变？B为什么TSLGC不变？

2022-10-23 22:30 1 · 回答