kathy sham2020-10-16 08:27:18
kathy shamWhen measuring LCR and NsFR , if there is a need of margin call (May be) do we need to put it as an input for measurement? And also for stressed scenarios of LCR, do we need margin call as an cash outflow? For NSFR, is there any stressed scenario? Or simply based only?
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Jenny2020-10-16 16:35:51
Jenny同学你好，LCR和NSFR是一个具体的要求，没有margin call的概念。NSFR并没有涉及到压力情景。
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