问题如下:
In December 2010, the BCBS published two
global standards for liquidity risk, which of the following statements about
the two standards is wrong?
选项:
A. For the net stable funding ratio (NSFR), the
denominator is calculated from assets and it does not include the
off-balance-sheet items.
B. Liquidity Coverage Ratio
(LCR): ensure banks have sufficient high-quality liquid assets to meet their
daily net cumulative cash outflows during an idiosyncratic shock, for a period
of one calendar month.
C. Net stable funding ratio
(NSFR): aimed at reducing banks structural liquidity risk by encouraging the
use of longer-term funding of assets and other business activities.
D. NSFR = Amount of stable funding / required amount of stable funding
解释:
考点:对LTP in Practice: Managing Contingent
Funding Liquidity Risk的理解
答案:A
解析:
选项A错误。在NSFR中,分母的计算是从Assets and off-balance-sheet items requiring funding得到。
Long term funging of asset 和long term liability 是同一个意思嘛?