任同學(xué)
2020-07-13 23:26老師好,這道題在計算的時候為什么要每年10%的增長趨勢算進(jìn)去呢
所屬:FRM Part II > Liquidity and Treasury 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
Cindy助教
2020-07-15 16:40
該回答已被題主采納
同學(xué)你好,根據(jù)公式,
Total liquidity requirement = 0.95 × (Hot money funds - Required legal reserves) + 0.30 × (Vulnerable deposits and nondeposit funds - Required legal reserves) + 0.15 × (Stable deposits and nondeposit funds - Required legal reserves) + 1.00 × (Potential loans outstanding - Actual loans outstanding) ,
最后一項,是拿Potential loans outstanding - Actual loans outstanding,
Potential loans outstanding是潛在的貸款量,現(xiàn)在都已經(jīng)變成150了,預(yù)期的增速是10%,也就是說預(yù)期的貸款的潛在量是150*(1+10%),
再減去Actual loans outstanding135,
也就是150*(1+10%)-135=150*10%+(150-135),
后面寫成了化簡的形式,其實表達(dá)的意思不變的
