鄭同學(xué)
2022-11-29 10:36老師,net federal funds and repo positon 是流動(dòng)性正向指標(biāo)還是反向指標(biāo)
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
ES助教
2023-03-28 10:51
該回答已被題主采納
ヾ(?°?°?)??你好同學(xué)
Net federal funds and repurchase agreements position:
【(Federal funds sold and reverse repurchase agreements -Federal funds purchased and repurchase agreements)】÷ total assets
衡量隔夜貸款相對(duì)于隔夜準(zhǔn)備金借款的相對(duì)重要性,當(dāng)這個(gè)比率上升時(shí),流動(dòng)性往往會(huì)增加。
