趙同學
2023-09-17 23:32老師,十個報告的內(nèi)容麻煩發(fā)一下
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個回答
Will助教
2023-09-18 19:39
該回答已被題主采納
同學你好,這10個報告都是圖表,基礎(chǔ)課的講義和視頻老師都有講的,同學可以回去再看看,這個了解大概即可,
如果你是問的常見的流動性,有以下這些,:
Liquid securities indicator: U.S. government securities / 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
感謝正在備考中乘風破浪的您來提問~如果您對回復(fù)滿意可【點贊和采納】鼓勵您和Will更加優(yōu)秀,您的聲音是我們前進的動力,祝您生活與學習愉快!~
