Doris
2024-07-20 11:00十個(gè)指標(biāo)中，除了題目里提到的2個(gè)，還是哪些是正向流動(dòng)性指標(biāo)的
所屬：FRM Part II > Liquidity and Treasury Risk Measurement and Management 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Will助教
2024-07-20 11:57
該回答已被題主采納
同學(xué)你好，流動(dòng)性指標(biāo)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
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