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臧小玉 · 2022年02月01日

请问A选项具体表达什么意思呢

NO.PZ2020042003000014

问题如下:

Which of the following statements about the “Liquidity Risk Management of Financial Institutions” is NOT correct?

选项:

A.

For commercial banks, Fragility can be mitigated through higher capital, which reduces depositors’ concern about solvency, the typical trigger of a run, and higher reserves, which reduces concern about liquidity.

B.

If one hedge fund has unused borrowing capacity on pledged assets to finance additional positions, it means that it does not have the funding liquidity risk.

C.

In a systemic risk event, many hedge funds that had not experienced large losses could receive redemption requests from investors who were themselves seeking liquidity.

D.

For commercial banks, keeping certain ratios of ready cash and readily marketable securities can help to meet unusual demands by depositors and other short-term lenders for the return of their money.

解释:

考点:对Liquidity Risk Management of Financial Institutions的理解

答案:B选项描述错误,本题选B

解析:

B选项错误,即便拥有Unused borrowing capacity,依然有可能面临Funding liquidity risk,因为承诺提供Borrowing的机构可能会提高Haircut,或者会拒绝Hedge fund提供的Collateral,在这种情况下Unused borrowing capacity很有可能无法兑现。

希望解答下A选项具体表达什么意思

1 个答案

DD仔_品职助教 · 2022年02月02日

嗨,从没放弃的小努力你好:


同学你好,

A的意思是,对于商业银行,增加capital也就是资本,可以降低商行的脆弱性,也就是可以降低存款人对商行solvency长期流动性的担心,尤其是run(银行挤兑的意思,意思是有一点谣言存款人们就跑到商行取钱,导致商行的流动性下降),同时高的reserve准备金,也就是一种资本,可以降低对流动性的担心。

说来说去就只有一个含义,那就是资本越高,流动性风险越低。


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2021-02-21 09:49 1 · 回答

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