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Part II
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Liquidity Risk
Liquidity Risk
Medium
A bank funds $400 million in commercial real estate loans (RSF factor: 65%) with $300 million in stable retail deposits (ASF factor: 95%) and $200 million in overnight unsecured wholesale funding (ASF factor: 0%). The bank's NSFR is closest to:
A
110%
B
73%
C
96%
D
127%
Select an answer to continue
Tags
#nsfr
#available-stable-funding
#required-stable-funding
#liquidity-regulation
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FRM Part II — Liquidity Risk Practice Question | AcadiFi | AcadiFi