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The contractual maturity mismatch identifies the amount of liquidity a bank may need to raise in a specific time band, assuming all outflows occur at the earliest possible date. Which of the following statements incorrectly identifies a practical application of the metric? A. Banks and supervisors must recognize that it is currently impossible to identify the actual funding counterparty for many types of debt. B. The model is based on contractual flows with no behavioral assumptions. C. Banks should also apply behavioral assumptions to inflows and outflows and should consider both normal and stressed conditions. D. Banks must identify how they plan to address liquidity gaps generated by maturity mismatches. |