Financial Risk Manager Part 2
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Which of the following best describes the term structure of expected liquidity, TSL(e)?
A
TSL(e) is the cumulative change in the term structure of available assets (TSAA).
B
TSL(e) is a combination of the term structures of cash flow at risk (CFaR) and liquidity at risk (LaR).
C
TSL(e) is a combination of the term structure of expected cash (TSEC), change in working capital (CIWC), and change in deposits (CID).
D
TSL(e) is a combination of the term structures of cumulative expected cash flows (TSECCF) and liquidity generation capacity (TSCLGC).