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Adam Wang · 2024年11月08日

这里在讲义的哪里说的

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

1 个答案

pzqa39 · 2024年11月08日

嗨,努力学习的PZer你好:


在基础班讲义51页第一段话,只有市场风险。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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