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. FMUs utilize a net debit cap
to limit exposure to a single participant
In a
deteriorating credit situation, an FMU may begin to monitor a participant’s
risk position and its initial and variation margin collateral values in
real-time to ensure sufficient coverage.
FMUs maintain backup credit lines from
commercial banks, but it is unable to get central bank’s credit lines in a crisis
situation.
Some FMUs have established settlement
deadlines in a way that reduces intraday liquidity risk.
解释:
考点:对FMU Tools to Manage Intraday Settlement
Risk的理解
答案:C
解析:
选项C错误,FMU即可以得到Commercial banks的backup credit lines,又可能在危机情况下得到central bank的支持。正确的描述为:
FMUs maintain backup credit lines from both
commercial banks and central banks to be able to provide liquidity in a crisis
situation.
设置这个settlement deadlines为什么可以加强流动性风险管理?