开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

摇了摇头 · 2020年11月14日

问一道题:NO.PZ2020042003000048

问题如下:

Financial market utilities use several risk mitigation actions to reduce intraday settlement risk, exclude for which?

选项:

A.

Intraday margin call, requiring additional collateral from the participant to changes in its risk and collateral positions.

B.

Participant to pre-fund its account and not permit it to run intra-day overdrafts.

C.

Require a participant to post additional collateral or post performance bond from a third-party institution to backstop its credit risk.

D.

Monitor participants’ key vulnerabilities and their sensitivity to external factors.

解释:

考点:对Risk Management, Measurement and Monitoring Tools for FMUs的理解

答案:D

解析:

ABC三个选项属于Financial market utilities,降低intraday settlement risk的方式,D选项错误。

您好这题D为啥不是呀,我感觉说的挺有道理的

1 个答案

小刘_品职助教 · 2020年11月15日

同学你好,

D选项是银行压力测试的内容,这句话本身没毛病,但对实质降低结算风险没什么用。想要降低结算风险,还是需要有真金白银或者抵押物更靠谱。