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2024-08-03 21:02LCR是代表流動性的指標嗎？一共幾個與流動性相關的指標呢
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
2024-08-04 22:37
該回答已被題主采納
同學你好，主要的流動性指標有以下這些，我把對流動性的影響的正反關系也列了出來。
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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