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P2.T8. Liquidity and Treasury Risk Measurement and Management

mkaabb96

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@David Harper CFA FRM Hello David. I am unable to understand the calculation of required amount of stable funding in example on page 14. Further, the asset side does not equal to 100. Can you please explain the question ? or is the question incomplete.
 

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David Harper CFA FRM

David Harper CFA FRM
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Hi @mkaabb96 I'm not sure why you are seeing that (old? mistaken?) version. The latest note should look this. Copying @Nicole Seaman who can take a look Monday. Thanks,

 

Nicole Seaman

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@Nicole Seaman i am still unable to download the corrected version of the pdf which has the correct NSFR example. Can you please look into it.
Hello @mkaabb96 Yes, I will take a look at this today. I apologize for the delay. I returned from vacation on Tuesday and I am still trying to catch up. Can you please provide the name of the notes that you are referring to here? I know it is in Topic 8, liquidity risk, but it would be helpful if you can provide the reading number or name to save time from me looking through each of the Topic 8 notes. Thank you.
 

mkaabb96

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Hello @Nicole Seaman It is P2.T8. Liquidity and Treasury Risk Measurement and Management John C. Hull, Risk Management and Financial Institutions, 5th Edition Study Notes Page No. 14.

Kindly look in to it as it contains the wrong NSFR example. I have also attached the file.
 
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