Doris
2024-07-20 11:00十個指標中，除了題目里提到的2個，還是哪些是正向流動性指標的
所屬：FRM Part II > Liquidity and Treasury Risk Measurement and Management 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Will助教
2024-07-20 11:57
該回答已被題主采納
同學你好，流動性指標正反向有以下這些：
Liquid securities indicator: U.S. government securities / total assets. 正向
Net federal funds and repurchase agreements position: (Federal funds sold and reverse repurchase agreements -Federal funds purchased and repurchase agreements) / total assets. 正向
Capacity ratio: Net loans and leases / total assets. 反向
Pledged securities ratio: Pledged securities / total security holdings. 反向
Hot money ratio: Money market (short-term) assets / volatile liabilities. 正向
Deposit brokerage index: Brokered deposits / total deposits. 反向
Core deposit ratio: Core deposits / total assets. 正向
Deposit composition ratio: Demand deposits / time deposits. 反向
Loan commitments ratio: Unused loan commitments / total assets. 反向
感謝正在備考中乘風破浪的您來提問~如果您對回復滿意可【點贊和采納】鼓勵您和Will更加優(yōu)秀，您的聲音是我們前進的動力，祝您生活與學習愉快!~
0
0
0
0
