國(guó)同學(xué)
2021-03-26 13:51這題是什么知識(shí)點(diǎn)呀？不同的level代表了什么？
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(gè)回答
Michael助教
2021-03-26 18:54
該回答已被題主采納
學(xué)員你好，
這個(gè)題目的考場(chǎng)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(gè)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.
簡(jiǎn)單的說，級(jí)別越大事兒越大。
這是一個(gè)三層結(jié)構(gòu)，5層結(jié)構(gòu)的就會(huì)更細(xì)一些。
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