easy · Frm Part 2 Liquidity & Treasury Risk
Which of these is a common 'Exam Trap' when comparing the LCR and NSFR?
- Swapping the time horizons: 30 days for LCR vs. 1 year for NSFR
- Using HQLA as the numerator for both ratios
- Correctly identifying that both ratios must be ≥ 100%
- Believing the LCR is a structural stock test
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