NO.PZ2019042401000069
问题如下:
An investment management firm is in the process of strengthening its internal control environment and forms an independent risk management unit (RMU). A group of managers at the firm is asked to prepare a summary document describing the responsibilities of the new unit. While documenting the duties of the RMU, which of the following actions would be appropriate for the managers to include?
选项:
A.
Identify appropriate software and research reports to help make trading decisions.
B.
Generate VaR levels that are consistent with the targets set in the risk plan.
C.
Assess the quality of models used to measure risk.
D.
Oversee model analysts while they establish asset valuation models.
解释:
C is correct. One of the duties of the RMU is to assess the quality of models used to measure portfolio risk, such as through backtesting and validdation.
A, B, and D are incorrect. They are the duties of investment managers or the portfolio management function.
不记得哪里学过了,没有找到相应章节