NO.PZ2020042003000073
问题如下:
The following statements are about the
purposes of liquidity stress testing, except for?
选项:
A. liquidity stress testing is to ascertain the
extent of funding difficulties for the bank in the event of idiosyncratic or
market-wide stress
Stress test output results
should help senior management to understand the liquidity position of the bank,
enabling them to take mitigating action if deemed necessary.
A line-by-line stress test
result report should be produced on a monthly basis, or as required by the
regulator.
The
primary stress test output is the cash flow survival report.
解释:
考点:对Liquidity Risk Reporting and Stress
Testing的理解
答案:C
解析:
选项C错误,正确的表述应为:Stress
test result report should be produced on a quarterly basis.
请问这个题目的四个选项都在讲义哪里啊,我想找一下具体的考点,看了好几遍没找到。谢谢了