王同學(xué)
2020-10-24 21:40P128, please kindly explain:- for the example part c, The last past, (140M*0.1) +(140M-135); could this part interpreted as potential outstanding - actual outstanding? If not, how to interpret this part. Thanks
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
2020-10-27 15:17
該回答已被題主采納
同學(xué)你好,(140M*0.1) +(140M-135)
原先的貸款是135,現(xiàn)在增加到了140,所以多出來的5M,我們是需要準(zhǔn)備金的,并且這140的貸款,我們預(yù)計未來還會增長10%,也就是還會增長140*10%=14M,這14M也是要準(zhǔn)備金的,這是上面的式子的意思
