陳同學(xué)
2023-05-24 00:57流動(dòng)性指標(biāo)包括哪些
所屬：FRM Part II > Risk Management and Investment 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
Will助教
2023-05-24 09:38
該回答已被題主采納
同學(xué)你好，主要的流動(dòng)性指標(biāo)有以下這些，我把對(duì)流動(dòng)性的影響的正反關(guān)系也列了出來(lái)。
Liquid securities indicator: U.S. government securities / total assets. 正向
Net federal funds and repurchase agreements position: (Federal funds sold and reverse repurchase. 正向agreements -Federal funds purchased and repurchase agreements) / total assets. 正向
Capacity ratio: Net loans and leases / total assets. 反向
Pledged securities ratio: Pledged securities / total security holdings. 反向
Hot money ratio: Money market (short-term) assets / volatile liabilities. 正向
Deposit brokerage index: Brokered deposits / total deposits. 反向
Core deposit ratio: Core deposits / total assets. 正向
Deposit composition ratio: Demand deposits / time deposits. 反向
Loan commitments ratio: Unused loan commitments / total assets. 反向
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