NO.PZ2020033003000052
问题如下:
The use of collateral increases liquidity risk. Which of the following descriptions about liquidity risk is correct?
选项:
A.Liquidity risk occurs when collateral is too large for the market to sell at fair market value.
B.Liquidity risk chould be hedged.
C.Liquidity risk occurs when the value of collateral falls.D.
Liquidity risk occurs when there are potential pitfalls (including human error) in the handling of collateral.
解释:
A is correct.
考点:Impact of Collateral on Credit Exposure
解析:流动性风险的一种情况是指:相对于当出售抵押品时交易量过大(远高于市场普通情形)时,很难以合理的市场价格成交,而蒙受损失的风险。
我的抵押品价值下跌 导致我得筹集更多钱(variation margin) 不是会增加我的流动性风险?C很对呀听起来
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