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Tututu · 2024年10月24日

可以解释一下这个题的考点吗

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.

可以解释一下这个题的考点吗

1 个答案

Kiko_品职助教 · 2024年10月24日

嗨,努力学习的PZer你好:


这道题考察原版书的一句话。当确定了风险承受能力后,风险框架就应该遵从风险承受能力,也就是说要将风险敞口和风险偏好结合起来。

这一步属于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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