问题如下图:
选项:
A.
B.
C.
D.
解释:
老师你好,请解释下foreign exchange和commodity risks为什么不在trading book?throughout the bank怎么理解呢?
答案B可直接当结论记忆吗,谢谢。
NO.PZ2016072602000043 问题如下 For regulatory capitcalculation purposes, whmarket risks must incorporateinto a bank's Vestimate? Risks in the trang account relating to interest rate risk anequity risk Risks in the trang account relating to interest rate risk anequity risk, anrisks throughout the bank relateto foreign exchange ancommoty risks Risks throughout the bank relateto interest rate risk, equity risk, foreign exchange risk, ancommoty risk Interest rate risk, equity risk, foreign exchange risk, ancommoty risk in the trang account only B is correct. In aition to all the risks in the trang book (interest rate, equity, foreign exchange, commoty), the market capitcharges also inclu foreign exchange ancommoty risks in the banking book. banking book里面为什么会包含commoty risk?
NO.PZ2016072602000043 问题如下 For regulatory capitcalculation purposes, whmarket risks must incorporateinto a bank's Vestimate? Risks in the trang account relating to interest rate risk anequity risk Risks in the trang account relating to interest rate risk anequity risk, anrisks throughout the bank relateto foreign exchange ancommoty risks Risks throughout the bank relateto interest rate risk, equity risk, foreign exchange risk, ancommoty risk Interest rate risk, equity risk, foreign exchange risk, ancommoty risk in the trang account only B is correct. In aition to all the risks in the trang book (interest rate, equity, foreign exchange, commoty), the market capitcharges also inclu foreign exchange ancommoty risks in the banking book. 老师也是说MR计算regulcapital的时候考虑了这些风险吗
NO.PZ2016072602000043 Risks in the trang account relating to interest rate risk anequity risk, anrisks throughout the bank relateto foreign exchange ancommoty risks Risks throughout the bank relateto interest rate risk, equity risk, foreign exchange risk, ancommoty risk Interest rate risk, equity risk, foreign exchange risk, ancommoty risk in the trang account only B is correct. In aition to all the risks in the trang book (interest rate, equity, foreign exchange, commoty), the market capitcharges also inclu foreign exchange ancommoty risks in the banking book. 请问,b与c不是表达的同一个意思么?
NO.PZ2016072602000043 For regulatory capitcalculation purposes, whmarket risks must incorporateinto a bank's Vestimate? Risks in the trang account relating to interest rate risk anequity risk Risks in the trang account relating to interest rate risk anequity risk, anrisks throughout the bank relateto foreign exchange ancommoty risks Risks throughout the bank relateto interest rate risk, equity risk, foreign exchange risk, ancommoty risk Interest rate risk, equity risk, foreign exchange risk, ancommoty risk in the trang account only B is correct. In aition to all the risks in the trang book (interest rate, equity, foreign exchange, commoty), the market capitcharges also inclu foreign exchange ancommoty risks in the banking book. 你好,我记得basel这章哪里讲过,banking book也是有interest risk的?
NO.PZ2016072602000043 Risks in the trang account relating to interest rate risk anequity risk, anrisks throughout the bank relateto foreign exchange ancommoty risks Risks throughout the bank relateto interest rate risk, equity risk, foreign exchange risk, ancommoty risk Interest rate risk, equity risk, foreign exchange risk, ancommoty risk in the trang account only B is correct. In aition to all the risks in the trang book (interest rate, equity, foreign exchange, commoty), the market capitcharges also inclu foreign exchange ancommoty risks in the banking book. 请问C项是哪里说错了,是表外没利率股票这类MR么,所以一定要分trang book和throughout来讲?