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徐威廉 · 2024年04月18日

B选项是啥意思?

NO.PZ2024030508000098

问题如下:

A certified FRM who is a risk manager at a multinational bank has been asked to explain the GARP Code of Conduct to several junior risk analysts. The manager uses several potential work-related scenarios to illustrate the Code of Conduct. Which of the following scenarios exemplifies behavior that complies with the standards of the GARP Code of Conduct?

选项:

A.A wealth manager at the bank’s asset management unit uses information from an investment analysis that utilized proprietary information to enter into a profitable trade on behalf of a client. B.A compliance officer working in a foreign office of the bank declines a request to take an action that is considered ethical in the bank’s home country but not in the officer’s local country. C.A model validator at the bank relies on the opinions of the quantitative analyst who developed the model to evaluate the soundness of the model during the validation process. D.A risk analyst at a bank analyzes a trade and concludes that losses will not exceed the trade’s 10-day, 95% VaR limit; therefore, there is no risk of losses exceeding the VaR.

解释:

Explanation: B is correct. A GARP member shall endeavor to be mindful of cultural differences regarding ethical behavior and customs, and to avoid any actions that are, or may have the appearance of being unethical according to local customs. If there appears to be a conflict or overlap of standards, a GARP member should always seek to apply the higher standard.

A is incorrect. A GARP member shall not make use of confidential information for inappropriate purposes and unless having received prior consent shall maintain the confidentiality of their work, their employer or client.

C is incorrect. A GARP member shall execute all services with diligence and perform all work in a manner that is independent from interested parties. GARP Members should collect, analyze and distribute risk information with the highest level of professional objectivity.

D is incorrect. A GARP member shall be diligent about not overstating the accuracy or certainty of results or conclusions.

Learning Objective: Describe the responsibility of each GARP Member with respect to professional integrity, ethical conduct, conflicts of interest, confidentiality of information, and adherence to generally accepted practices in risk management.

Reference: Global Association of Risk Professionals. Foundations of Risk Management. New York, NY: Pearson, 2023, Chapter 11, GARP Code of Conduct [FRM-11].

银行所在美国在东南亚有分行,这个冲突了,然后这个经理不管东南亚习俗,只遵守美国法制,这是错误的啊!

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李坏_品职助教 · 2024年04月18日

嗨,努力学习的PZer你好:


本题问你下列哪一项最符合GARP协会的行为准则?


B说的是:

这段话翻译过来意思是:一家银行(假设总部,即母国是美国)的国外分行(假设国外分行是指越南分行)的合规部门经理,拒绝了一项请求。这项请求在美国是符合职业道德的,但是在越南当地(local country)不符合职业道德。


这个做法是对的。GARP的规定是:协会成员要尽力避免违反当地国家的职业道德规范,如果遇到了冲突,那么一定要满足更高的标准:

既然这个行为不符合越南当地的规范,那么我们拒绝这个请求也是理所当然的,是符合GARP规定的。


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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

徐威廉 · 2024年04月22日

那就是默认越南的规则低于美国规则?

李坏_品职助教 · 2024年04月22日

嗨,从没放弃的小努力你好:


一个请求虽然符合美国的规则,但是还达不到越南当地的标准,所以银行拒绝了这个请求。这是合乎GARP规定的。


既然这个请求符合美国的标准,但是还达不到越南的标准,那说明是越南的标准更高。

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加油吧,让我们一起遇见更好的自己!

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