NO.PZ2019070901000121
问题如下：
Regarding to the net stable finding ratio, which of the following assumption is in compliance with the Basel III ?
选项：
A.Unencumbered, high-quality assets that can be readily securitized or sold, and thus can be used as collateral to secure funding, require a smaller portion of stable funding.
B.Shorter term liabilities are assumed to be more stable than longer term liabilities.
C.Short-term deposits supplied by retail customers and small business customers are assumed to be behaviorally less stable than the same maturity funds supplied by the capital markets.
D.Banks will not roll over a significant portion of maturing loans.
解释：
A is correct.
考点：关于funding稳定性的一些假设
解析：假设大致包括六条：
1.长期负债比短期负债稳定；零售客户彼此之间相关性很低，有多样化效果；
2.零售客户提供的短期存款（期限不到一年）比资本市场提供的相同期限的存款稳定；
3.总有一些贷款出去的loan，为了能让它有持续性，需要用更加稳定的资金来源来作为这笔贷款的本金来源；
4.为了维护客户关系，银行会把很大一部分即将到期的贷款进行roll over；
5.一些本来就被计划着持有至到期的短期资产，并不需要过分多余的稳定融资来roll over管理风险
6.一些无负担、高质量的资产可以被卖掉或者证券化，这样就用来作为抵押品，所以它并不需要那么多的稳定funding。
如题，谢谢！
