Phyllis
2021-02-24 19:11老師，課件說有three to five escalation level. 為什么我們做題時候只考慮三個，其次，應(yīng)該是每個公司指定等級不一樣 那么為什么會考這種題? 3 to 5，無法確定哪個level是如何設(shè)置的呀
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
Michael助教
2021-02-27 21:14
該回答已被題主采納
學(xué)員你好，
這個題目的考場的確超綱了，而且也沒有說明是在三層結(jié)構(gòu)中。相關(guān)的解釋在原版書中。我覺得作為一個了解吧。
Level 1：This is the initial escalation level and represents elevated monitoring over market conditions and the impact to the institution's business segments and performance.
Level 2. At this escalation level, the institution has experienced noticeable markets and/or idiosyncratic events that are adversely impacting its business and liquidity risk profile.
Level 3. At the later stages of the crisis, the institution would have taken dramatic steps to stabilize its liquidity position, potentially including significant curtailing of liquidity intensive business activities or disposition/sales of businesses.
這是一個三層結(jié)構(gòu)，5層結(jié)構(gòu)的就會更細(xì)一些。
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