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和棋 · 2020年11月09日

问一道题:NO.PZ2020042003000042

问题如下:

The followings are about uses of intraday liquidity, which of the statements is NOT correct?

选项:

A.

Outgoing wire transfers is the largest use of intraday liquidity

B.

Most PCS (payment, clearing, and settlement systems) systems have one settlement per day, with many occurring in the late afternoon. Most PCS can only serve as use of funds.

C.

Acquiring additional collateral to support an increasing liability (margin call) is a frequent use of intraday funding.

D.

On any given day, the nostro account funding position may act as a source or use of funds to the bank's overall liquidity profile, depending on the net position of the activity.

解释:

考点:对Uses and Sources of Intraday Liquidity的理解

答案:选项B描述错误,本题选B

解析:

B选项前半句描述正确,绝大多数PCS systems每日只有一次SettlementMost PCS systems have one settlement per day, with many occurring in the late afternoon.

但是后半句描述错误,根据PCS净头寸的不同,他即可能充当Source of funds也可能是use of funds

B选项的后半句改为正确的语句为:

PCS may serve as either a source or use of funds depending on the net position of a participant on any given day.

上课是不是也提到过settlement也在逐渐开启一天之中的多个窗口,防止单笔大额导致流动性不足的问题?还有就是use of fund和source of fund在哪里提到过呢?

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已采纳答案

袁园_品职助教 · 2020年11月09日

讲义150页

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