龔?fù)瑢W(xué)
2020-10-03 18:45怎么判斷什么是ASF, RSF？
所屬：FRM Part II > Operational Risk and Resiliency 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Jenny助教
2020-10-04 19:10
該回答已被題主采納
同學(xué)你好，asf是指可用的穩(wěn)定資金（銀行可用的各項穩(wěn)定資金來源）, rsf指的是業(yè)務(wù)所需的穩(wěn)定資金（銀行發(fā)展各類資產(chǎn)業(yè)務(wù)所需的穩(wěn)定資金來源）。具體則是根據(jù)各自的性質(zhì)進(jìn)行判斷。
Asf一般來說包括這幾個：
-Capital
-Preferred stock with a maturity ≥ one year
-Liabilities with an effective maturity ≥ one year
-Non-maturity deposits and time deposits that would be expected to stay at the bank in periods of extended stress.
-The proportion of wholesale funds that would be expected to stay at the bank in periods of extended stress.
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