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喵喵 · 2020年03月20日

问一道题：NO.PZ2019070901000142 [ FRM II ]

  1. FRM II
  2. Basel Accord

问题如下：

Howis the minimum capital requirement (MCR) best described in Solvency II?

选项：

A.

Target capital, to handle unexpectedlosses.

B.

Two-level regulatory capital requirement.

C.

Designed to ensure a low one-year defaultprobability

D.

Final threshold, between 25-45% of thesolvency capital requirement (SCR).

解释：

D is correct.

考点：Solvency II Framework

解析：Pillar 1 of Solvency II specifiesa minimum capital requirement (MCR)anda solvency capital requirement (SCR). The MCR will typically be between 25%and 45% of the SCR.

这个D没法选，选择不上

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1 个答案

小刘_品职助教 · 2020年03月20日

同学你好，

抱歉，不太理解你的困扰，是指在做题目的时候没有办法选中这个选项么？

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