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金融民工阿聪 · 2020年10月26日

问一道题:NO.PZ2020042003000051

问题如下:

FMUs use several tools to monitor and manage intraday exposures and to assist their participants with their own intraday liquidity risk management. Which of the following statements is NOT correct?

选项:

A.

Transaction netting (bilateral and multilateral) and net credit caps are ways to reduce the overall operating liquidity required by the system. Essentially increase transaction throughput for a given amount of liquidity.

B.

Credit lines from both commercial banks and central banks can be used under business-as-usual conditions

C.

By having individual settlement times for specific asset classes or currencies, some FMUs have staggered multiple settlement windows throughout the day to reduce intraday liquidity risk.

D.

Cash (securities) collateral is a key component for FMU risk management

解释:

考点:对FMU Tools to Manage Intraday Settlement Risk的理解

答案:B

解析:

对于FMU来说,C选项描述的Credit lines from both commercial banks and central banks 属于Contingent Liquidity ,一般不会用于日常,会在紧急情况下使用。

Credit lines from both commercial banks and central banks are not used under business-as-usual conditions and are only maintained for emergencies.

为什么紧急时候才使用B?

1 个答案

小刘_品职助教 · 2020年10月26日

同学你好,

因为这部分备用授信本来是用于危机时刻用的,你看她的交易对手包括了中央银行,这个不会正常使用的。

基础班讲义167页。

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