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

六姑娘 · 2021年11月30日

求解

NO.PZ2019070901000122

问题如下:

Rachel, the CRO of bank AK, made several statements about the key point of net stable funding ratio(NSFR), which of them are correct?

I. After all wholesale funding and capital are deducted, bank AK still have enough deposit sources of funding for its assets.

II. Bank AK can go through a 30- day period of reduced/disrupted liquidity.

III. Bank AK can manage liquidity over a period of one year.

IV. Bank AK can provide capital accounts with reliable common equity financing.

选项:

A.

I and II.

B.

II, III and IV.

C.

III & IV.

D.

I, II and IV.

解释:

C is correct.

考点:the net stable funding ratio

解析:

NSFR的目标是确保银行在未来一年内不会遭受流动性风险带来的损失,而LCR则确保银行在30天内流动性下降时不会遭受损失, III正确

第一个:After all wholesale funding and capital are deducted, bank AK still have enough deposit sources of funding for its assets

为什么要特别说明去除批发存款和资本金呢?

1 个答案

DD仔_品职助教 · 2021年12月01日

嗨,努力学习的PZer你好:


这个题是让选关于NSFR正确的

I说的不对,因为NSFR的计算里的stable funding的来源里是包含capital和wholesale funding,所以不要I。

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

  • 1

    回答
  • 0

    关注
  • 1630

    浏览