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中二 · 2020年03月01日

问一道题:NO.PZ2019042401000038 [ FRM II ]

问题如下:

When assessing a fund’s risk management process,which of the following questions is least likely asked?

选项:

A.

What's the potential risks that a strategy will expose them to in the normal course of business .

B.

If there are written policies and procedures to monitor and measure each of the applicable risks and whether there is a risk committee to which each of the measured risks gets reported on a daily, weekly, or monthly basis.

C.

What's the additional idiosyncratic risks presented by a specific manager within a strategy.

D.

Is the firm more return oriented, asset growth oriented, or both?

解释:

D is correct.

考点:Criteria To Assess Risk Management Process

解析:本题是选出不正确的一项。A、B、C选项都是关于风险控制的,是我们在评估基金公司的风控流程的时候需要问的。

而D选项:公司是更注重回报还是资产增长,还是两者兼而有之?这个是我们在评估基金经理的时候需要问到的问题。所以选D。

解析不太对吧,D选项应该是评估时不需要被问的吧…

1 个答案

品职答疑小助手雍 · 2020年03月01日

同学你好,D是评估基金经理时问的。

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