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。
讲义里面,红色的这句话是什么意思?