NO.PZ2023102101000003
问题如下:
According to the Basel II Accord. “At the discretionof their national authority, banks may also use a third tier of capital (Tier3). Consisting of short-term subordinated debt for the sole purpose of meetinga proportion of the capital requirements” for which of the following?
选项:
A.
Market risk charges only
B.
Credit risk charges only
C.
Market risk and credit risk charges
D.
All types of risk charges
解释:
Tier 3 capital can only be used to satisfycapital requirements resulting from market risk charges and cannot be appliedto credit risk charges. Other choices are incorrect except choice A.
对应的讲义的哪里,多少页