倪同學(xué)
2022-11-01 17:28老師好,26題的題干第二行和第三行說(shuō)的另外五個(gè)指標(biāo)是正相關(guān)還是負(fù)相關(guān),麻煩老師說(shuō)明一下謝謝
所屬:FRM Part II > Liquidity and Treasury Risk Measurement and Management 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
姚奕助教
2022-11-04 17:26
該回答已被題主采納
cash position=(cash+deposits due from depository insititutions)/total assets
liquid securities=US goverment securities/total assets
net federal funds and repo position=(Federal funds sold and reverse repo-Federal funds purchased and repo)/total assets
以上三個(gè)指標(biāo)越大越好。
Loan commitments ratio=unused loan commitments/total assets
Deposit brokerage index=brokered deposits/total deposits
這兩個(gè)指標(biāo)越小越好。
