NO.PZ2020042003000060
问题如下：
Which of the following statements about liquiditygeneration capacity is NOT correct?
选项：
A. Liquidity generation capacitymanifests itself in two ways: balance sheet expansion and balance sheetshrinkage.
B. Repo can also be consideredseparately and labelled as balance sheet expansion.
C. LGC related to balance sheet expansion is dependenton these external factors, whereas balance sheet reduction, or "balancesheet neutral” are not.
D. Balancesheet liquidity (BSL), is the liquidity that can be generated by the assetsexisting in the balance sheet.
解释：
考点：对Quantitative Liquidity Risk Measures的理解
答案：B
解析：
选项B错误，Repo不属于balance sheet expansion。Repo被划分为balance sheet neutral: Repo canalso be considered separately and labelled as “balance sheet neutral”.
depend on these factors， 请问these factors具体指什么？这是不是直接从讲义中摘录的话啊？谢谢
