第六章单元测试
- The easier an asset can be sold, the greater asset liquidity risk it has. （ ）
- The bid-ask spread is a useful measure for funding liquidity risk. （ ）
- One line of defense for liquidity risk management is to maintain a stable funding strategy that provides effective diversification in the sources and tenor of funding. （ ）
- Which of the following is NOT a characteristic of a high-quality-liquid asset (HQLA)? （ ）
- Which of the following can be done to generate cash, if a funding gap emerges? （ ）
A:对 B:错
答案:错
A:对 B:错
A:错 B:对
A:The asset has low credit and market risk. B:Its valuation is easy and certain. C:It is listed on a developed and recognized exchange market. D:It has high correlation with risky assets.
A:Institutions can also establish and draw upon bank credit lines. B:Unencumbered securities can be sold, usually at a discount. C:Cash can be forthcoming from derivatives positions that move in-the-money. D:Cash and liquid assets can be used immediately.
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