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金融民工阿聪 · 2020年10月28日

问一道题:NO.PZ2020042003000057

问题如下:

The following statements are about the effect of liquidity options on the bank. About the effects, which of the following is NOT correct?

选项:

A.

A liquidity impact on the balance sheet by the amount withdrawn or repaid.

B.

The liquidity impact can be quite substantial if the deposit has a big notional.

C.

A financial impact by the difference between the contract’s interest rates, credit spread and the market level of the same variables at the time the liquidity option is exercised, applied on the withdrawn or repaid amount.

D.

The liquidity effects of liquidity options can be hedged by a mixture of standard and statistical techniques.

解释:

考点:对Liquidity Options的理解

答案:D

解析:

选项ABC的描述正确,关于D选项,正确的应该为:The financial effects of liquidity options can be hedged by a mixture of standard and statistical techniques.

C是什么意思。。然后D的话,financial effect不是和liquidity effect差不多吗

1 个答案

品职答疑小助手雍 · 2020年10月28日

嗨,爱思考的PZer你好:


这题基本就是考讲义177页的定义内容了。

liquidity option带来的影响,C选项说的是财务盈亏方面的影响,因为利率结算的问题会带来一些财务盈亏上的影响。

financial effect和liquidity effect这两个完全是两回事了,如下图。


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虽然现在很辛苦,但努力过的感觉真的很好,加油!