NO.PZ2020033003000051
问题如下:
Which of the followings are the benefits of using collateral?
I.Better measurement and management of counterparty risk。
II.Reduce credit exposure and capital requirements.
III.Reduce liquidity risk.
选项:
A.I, II
B.II, III C.I, III
D.I, II and III
解释:
A is correct.
考点:Impact of Collateral on Credit Exposure
解析:使用抵押品可以对对手方风险估计和控制起好作用,同时因为可以降低风险敞口,也可以降低资本需求。
不过抵押品并没有减小流动性风险,反而因为抵押品变现等情况反而会增加流动性风险。
别人放在我这儿的variation collateral不就可以增加我的liquidity(也就是降低了liquidity risk?
虽然但是(