问题如下:
The following statements are about the
liquidity risk reporting, which of the following is NOT correct?
选项:
A.
The deposit tracker report is a simple report
of the current size of deposits, together with a forecast of what the level of
deposits are expected to be going forward
Funding Concentration Report is
a simple breakdown of the share of each type of liability at the bank.
Daily Liquidity Report is a straightforward
spreadsheet detailing the bank’s liquid and marketable assets, together with
liabilities, up to 1-year maturity and beyond
Funding
Maturity Gap (“Mismatch”) Report Shows the maturity gap (maturity mismatch) per
time bucket, for all assets and liabilities, with an adjustment for liquid
securities.
解释:
考点:对Liquidity Risk Reporting and Stress
Testing的理解
答案:B
解析:
选项B错误,选项B描述的情况属于Liability Profile。
Funding concentration report的定义为:A central principle of liquidity management is funding diversity: a
bank should not be over reliant on a single source of funds.
B选项说的是什么意思