开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Colin · 2021年11月11日

麻烦解释一下A选项,谢谢

NO.PZ2020042003000068

问题如下:

Which of the following statements about the design of liquidity stress testing model is NOT correct?

选项:

A.

The liquidity stress testing model forms an integral component of an end-to-end process that begins with risk identification and event analysis in order to ensure that the roster of scenarios appropriately captures material liquidity risks

B.

The planning horizon of the liquidity stress test should be at least 3 months

C.

As a general rule, the institution should consider the organizational level at which liquidity is commingled and liquidity oversight has management accountability

D.

Frequency of CF measurement within the overall time horizon must be determined

解释:

考点:对Liquidity Stress Testing and Liquidity Risk Reporting -Design of The Model的理解

答案:B

解析:

B选项错误,The planning horizon of the liquidity stress test应当最少12个月。

麻烦解释一下A选项,谢谢

1 个答案

李坏_品职助教 · 2021年11月11日

嗨,从没放弃的小努力你好:


A项的意思是流动性压力测试构成了端到端过程的一部分,这个过程是从风险识别(identification)和事件分析开始的,是为了确保情景分析能捕捉到重大的流动性风险。


这句话是出自于原版书的P188


----------------------------------------------
努力的时光都是限量版,加油!