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cenwandada · 2024年03月17日

equity capital为什么是最重要的

NO.PZ2023091802000002

问题如下:

A risk analyst at a financial institution is preparing a report oncapital requirements for the senior management team to be used in risk appetitediscussions. The analyst compares regulatory capital and economic capitalrequirements in the report. Which of the following statements is correct forthe analyst to include in the report?

选项:

A.

The regulatory capital for credit risk is designed to be sufficient to cover a loss that is expected to be exceeded only once every ten years.

B.

Regulatory capital is sometimes referred to as going concern capital because it absorbs losses incurred while the bank is still in business.

C.

The most important capital for a bank is regulatory capital, which equals the bank’s estimate of its expected losses.

D.

Economic capital is an internal risk measure that reflects the amount of capital needed to ensure a company remains solvent with a high level of confidence, given its risk profile.

解释:

D is correct. Economic capital is a bank’s own estimate of thecapital it requires. In both cases, capital can be thought of as funds that areavailable to absorb unexpected losses. A common objective in calculatingeconomic capital is to maintain a high credit rating. Economic capital isallocated to a bank’s business units so that they can be compared using areturn on allocated economic capital metric.

A is incorrect. The regulatory capital for credit risk isdesigned to be sufficient to cover a loss that is expected to be exceeded onlyonce every thousand years.

B is incorrect. Equity capital is sometimes referred to as goingconcern capital because it absorbs losses while the bank is a going concern(i.e., it remains in business).

C is incorrect. The most important capital is equity capital.

​这道题没太懂什么意思

1 个答案

品职答疑小助手雍 · 2024年03月17日

同学你好,本题要判断银行资本金方面的论述的对错。

A:信贷风险的监管资本被设计为足以弥补预计每十年才超过一次的损失。错,应该是千年。

B:监管资本有时被称为持续经营资本,因为它吸收了银行在营业期间发生的损失。错。权益资本被称为持续经营资本,因为它在银行持续经营期间吸收损失。

C:银行最重要的资本是监管资本,它等于银行对其预期损失的估计。错,最重要的资本是权益资本。监管资本只是监管的要求,银行实打实拿来填窟窿还钱的资本是权益资本。

D:经济资本是一种内部风险度量,反映了在给定风险状况下,确保公司保持高水平信心的偿付能力所需的资本数量。正确。经济资本是银行自己对所需资本的估计。在这两种情况下,资本都可以被认为是可以用来吸收意外损失的资金。计算经济资本的一个共同目标是保持较高的信用评级。经济资本被分配给银行的业务单位,以便它们可以使用分配的经济资本指标的回报进行比较。

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2024-04-18 12:51 1 · 回答