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六姑娘 · 2021年10月19日

这道题看不懂

NO.PZ2019070901000099

问题如下:

To be allocated to the trading book, the bank must prove more than an intent to trade. According to the Fundamental Review of The Trading Book(FRTB), which of the following statements represents a criteria for allocating an asset in the trading book ?

I. The assets are intended to be held until maturity.

II. The bank must be able to trade the asset.

III. The bank must physically manage the associated risks of the underlying asset on the trading desk. 

选项:

A.

I and II.

B.

I and III .

C.

II and III.

D.

I, II and III.

解释:

C is correct.

考点:FRTB关注的trading book里资产的关键特点

解析:根据FRTB的的评判标准:(1)The bank must be able to trade the asset;(2)The bank must physically managing the associated risks of the underlying asset on the trading desk. 一个是银行必须可以交易该资产,另一个是可以管理该资产的风险。

a选项是什么意思?

1 个答案

品职答疑小助手雍 · 2021年10月20日

同学你好,

I是说:银行拟把资产持有至到期。所以不选。