在FRM考試中，真題的練習(xí)是很重要的，尤其是近幾年的真題練習(xí)。下面是小編列舉的真題解析，一起了解一下！

The liquidity requirement designed to improve bank resiliency to liquidity shocks over a one-year horizon is called the:

A) Liquidity coverage ratio.

B) Net stable funding ratio.

C) Contractual maturity mismatch ratio.

D) Available unencumbered assets ratio.

答案：B

解析： The net stable funding ratio is intended to promote medium-and long-term funding of the bank’s activities. It is defined as the available amount of stable funding divided by the required amount of stable funding, and it must be greater than 100%.

Each of the following was both (i) a deficiency or omission of Basel II but is, at the same time, (ii) explicitly addressed by new requirement in Basel III except for

A) Basel II did not formally include liquidity risk, but Basel III explicitly covers liquidity risk

B) Basel II could arguably create a procyclical effect, but Basel III explicitly adds a buffer to address this

C) Basel II did not require external credit ratings, but Basel III seeks to increase the reliance on external ratings

D) Basel II allowed many banks to show strong risk-based regulatory capital ratios despite high on- and off-balance sheet leverage; Basel III adds a simple leverage ratio to act as a backstop to the risk-based capital ratio

答案：C

解析:This is extremely false: Basel II relies heavily on external credit ratings and the Committee has a focus to REDUCE reliance on external ratings. In regard to (A), Basel III will add the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR).In regard to (B), Basel III will phase-in the countercyclical buffer requirement. In regard to (D), this is TRUE. The new leverage ratio (Tier 1/Total Exposure) will begin in2013 as an additional measure.