NO.PZ2020042003000101
问题如下:
The following statements are about the
structure of funds approach in estimating liquidity needs. Which of the
following statements is wrong?
选项:
A. In this approach, deposits and other funds
sources are divided into categories based upon their estimated probability of
being withdrawn
B. In this approach liquidity
manager set aside liquid funds equally for hot money, vulnerable funds and core
liabilities.
C. “Hot money” liabilities:
deposits are very interest sensitive
D. core
deposits/liabilities are considered unlikely removed
解释:
考点:对Liquidity and Reserves Management:
Strategies and Policies-Estimating Liquidity Needs的理解
答案:B
解析:
选项B错误。在the
structure of funds approach方法中,首先是根据可能被提取的概率对Deposits
and other funds进行分类,分为Hot money, vulnerable funds and
stable funds,再此基础上,为不同类别的Deposit留有不同的Liquid funds。例如95% liquid reserve for hot
money (less any required legal reserves),
30% for vulnerable funds, 15% for core liabilities).
麻烦解释一下,没太懂