133****6248
2024-07-28 22:16此題需要詳細講解
所屬：FRM Part II > Credit Risk Measurement and Management 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Michael助教
2024-07-29 09:34
該回答已被題主采納
同學(xué)你好，這幾個說法我們一個一個來看。
1）ABC Bank maintains a capital-to-risk-weighted assets ratio (CRAR) of 15%, well above the regulatory minimum of 10%, indicating strong capital adequacy to support risks.
這說明CRAR目前超過了最低資本充足率，這說明資本管理是做的不錯的。
2）A significant portion of ABC Bank’s loan portfolio is in long-term, fixed-rate mortgages, which have started to show an increase in delinquencies over the past year.
說明貸款的拖欠率在下降，這說明貸款管理變好了。
3）The bank's management team has recently been restructured, with several new appointments from within the banking sector, though their effectiveness in implementing strategy remains to be seen.
這個暫時說明不了問題，主要是提到了團隊有重組，但是目前是不是有效還有待觀察。
4）Despite a challenging economic environment, ABC Bank has reported a consistent increase in net income over the past three years, demonstrating robust earnings capacity.
盈利率增加，這是好事情。
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追答
5）ABC Bank's liquidity coverage ratio (LCR) is below the required 100%, indicating potential challenges in meeting short-term obligations without additional funding.
這說明目前的短期流動性是不滿足監(jiān)管的，需要提升。這也說明了D是不對的。
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