NO.PZ2023091901000016
问题如下:
National regulators in an emerging market country are developing guidelines for appropriate risk management responsibilities for different business functions at the country’s banks. A regulatory analyst is asked to prepare a report recommending best practices for the firm-wide risk management, audit, and operations functions. Which of the following should the analyst recommend as an appropriate responsibility of the audit function?
选项:
A.Analyzing correlation and volatility assumptions in a bank’s VaR models
Implementing risk management policies related to stock-based compensation
Monitoring risk exposures on a day-to-day basis for adherence to a bank’s concentration limits
Processing confirmations and settlements for trades executed by a bank
解释:
A is correct. Analyzing volatility and correlation assumptions is an appropriate responsibility for an audit function.
B is incorrect. This is performed by senior management or the risk management group.
C is incorrect. This is performed by the risk management function.
D is incorrect. This is performed by the operations function.
这怎么看都像是风险管理部门的职能