starlight-x
2021-11-20 11:50老師可以講一下這部分知識(shí)點(diǎn)嘛？沒有印象遼 謝謝～
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
Yvonne助教
2021-11-22 14:52
該回答已被題主采納
同學(xué)你好，這是第十一章Contingency Funding Planning的知識(shí)點(diǎn)，這個(gè)題目少了一個(gè)條件，就是他在描述的是三級預(yù)警機(jī)制，各個(gè)層級定義如下，這個(gè)作為補(bǔ)充，了解即可。
1、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.
2、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.
3、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.
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