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

郑毅Justin · 2021年04月06日

问一道题:NO.PZ2020021601000017 [ CFA II ]

问题如下:

Judith Yoo is a financial sector analyst writing an industry report.

Part of Yoo’s analysis focuses on Company XYZ, a global commercial bank, and its CAMELS rating, risk management practices, and performance.

Yoo turns her attention to Company XYZ’s asset quality using the information in Exhibit 2.

Based only on Exhibit 2, asset composition from 2015 to 2017 indicates:

选项:

A.

declining liquidity.

B.

increasing risk based on the proportion of total loans to total assets.

C.

decreasing risk based on the proportion of investments to total assets.

解释:

A is correct.

Company XYZ’s liquid assets as a percentage of total assets declined each year since 2015, indicating declining liquidity.

想问下b为何不对?投资比重增加,贷款比重减小,增加了风险。谢谢。

3 个答案

纠纠_品职答疑助手 · 2021年05月01日

嗨,从没放弃的小努力你好:


因为如果理解成整体风险的话B 和 C里面就变成有一个是正确的了。

所以我们只能理解成单看 loan 和 investment的风险的意思。这道题目是原版书课后题第3个case的17号题目,竹子老师在讲解过程中有讲解到。


----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

郑毅Justin · 2021年05月01日

老师,这个题我也是和这位同学同样的问题。对于银行资产来说贷款的比重高说明资产质量好,但目前贷款比重下降了,同时投资比重增加了,不是应该是风险相对增加了么?

纠纠_品职答疑助手 · 2021年04月08日

嗨,爱思考的PZer你好:


B选项出题单纯的用意是说贷款部分的风险是上升的,所以我们只是单纯的看贷款的比例是增高还是降低就可以了。


题目并没有给出条件是投资的风险更大还是贷款的风险更大。所以无法推测整体风险。

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

WYP · 2021年05月01日

老师,根据强化班讲义,loans是the riskiest assts,因此题目中贷款的占比下降,risk应该也下降了,我认为“B选项出题单纯的用意是说贷款部分的风险是上升的”,B选项实际不是这个意思吧?不是贷款部分的风险,而且公司资产整体的风险,不知道我这样理解对不对呢

  • 3

    回答
  • 0

    关注
  • 593

    浏览
相关问题

NO.PZ2020021601000017问题如下Juth Yoo is a financisector analyst writing instry report.Part of Yoo’s analysis focuses on Company XYZ, a globcommercibank, anits CAMELS rating, risk management practices, anperformance. Yoo turns her attention to Company XYZ’s asset quality using the information in Exhibit 2.Baseonly on Exhibit 2, asset composition from 2015 to 2017 incates:A.clining liquity. B.increasing risk baseon the proportion of totloans to totassets. C.creasing risk baseon the proportion of investments to totassets. A is correct.Company XYZ’s liquiassets a percentage of totassets clineeayesin2015, incating clining liquity.the proportion of totloans to totassets. 和the proportion of investments to totassets.是什么指标衡量什么风险的?

2024-03-08 21:57 4 · 回答

NO.PZ2020021601000017问题如下Juth Yoo is a financisector analyst writing instry report.Part of Yoo’s analysis focuses on Company XYZ, a globcommercibank, anits CAMELS rating, risk management practices, anperformance. Yoo turns her attention to Company XYZ’s asset quality using the information in Exhibit 2.Baseonly on Exhibit 2, asset composition from 2015 to 2017 incates:A.clining liquity. B.increasing risk baseon the proportion of totloans to totassets. C.creasing risk baseon the proportion of investments to totassets. A is correct.Company XYZ’s liquiassets a percentage of totassets clineeayesin2015, incating clining liquity. 老师,按照您在其他同学提问的解答,Cinvestment增加risk下降,那从2015 - 2017,investment / totasset是上升的,因此risk下降,所以C不是正确的吗?

2022-09-17 17:55 1 · 回答

NO.PZ2020021601000017 totliquty asset 的金额不是增加了么,那么流动性风险应该降低才对,所以A错误了

2022-01-27 13:29 1 · 回答

NO.PZ2020021601000017 loan比例上升,那investment比例就应下降,这个对earning结构更稳定,风险应该下降吧?同理,loan比例下降,那么风险上升?

2021-09-18 10:44 2 · 回答

NO.PZ2020021601000017 老师能不能一下B和C为什么不对呢?答案里面只有A的。BC还是不太理解。

2021-05-22 21:51 2 · 回答