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胖婷肥周 · 2024年03月10日

为什么这道题风险敞口是变成了第二个顺序

NO.PZ2015121801000025

问题如下:

Once an enterprise’s risk tolerance is determined, the role of risk management is to:

选项:

A.

analyze risk drivers.

B.

align risk exposures with risk appetite.

C.

identify the extent to which the enterprise is willing to fail in meeting its objectives.

解释:

B  is correct.

When risk tolerance has been determined, the risk framework should be geared toward measuring, managing, and complying with the risk tolerance, or aligning risk exposure with risk tolerance. The risk tolerance decision begins by looking at what shortfalls within an organization would cause it to fail to achieve some critical goals and what are the organization’s risk drivers.

顺序是不是不对啊 刚刚做了一道题,确定了风险承受能力后,第二部就是风险预算,最后是风险敞口;怎么这道题风险敞口变成了第二部,不是应该选一个贴近风险预算的吗?

1 个答案

Kiko_品职助教 · 2024年03月11日

嗨,爱思考的PZer你好:


你说的顺序是不对的,肯定是风险敞口确定好了才能做budgeting吧。严格来说这一步属于risk tolerance,这就是对risk tolerance的解释。这是原版书risk tolerance这一部分内容的原话:

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努力的时光都是限量版,加油!

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