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3I0-012 · Question #121

The Liquidity Coverage Ratio (LCR) in Basel III:

The correct answer is B. spells out a modernized system for calculating the required minimum reserve that banks must hold at. See the full explanation below for the reasoning.

Question

The Liquidity Coverage Ratio (LCR) in Basel III:

Options

  • Ais a new rule that compares liquid asset levels in banks to their available equity capital
  • Bspells out a modernized system for calculating the required minimum reserve that banks must hold at
  • Ccompares liquid and reliably liquidating assets to expected cash outflows from specified run-off rates for
  • Dtied directly into the internal ratings-based approach for determining the liquidity of credit- counterparties

How the community answered

(25 responses)
  • A
    8% (2)
  • B
    84% (21)
  • C
    4% (1)
  • D
    4% (1)

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