NO.PZ2020042003000071
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呈现出来不就是可以清晰看到每个资金来源的占比，从而分析集中度的问题吗？
