开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Celina_SUN · 2020年03月30日

问一道题:NO.PZ2016070201000026

问题如下:

Which of the following statements is considered to be a drawback of the current Basel framework for risk measurement?

选项:

A.

Risk measurement focuses exclusively on VaR analysis.

B.

The current regulatory system encourages more risk-taking when times are good.

C.

There is not enough focus on a compartmentalized approach to risk assessment.

D.

There is not a feedback loop via the pricing of risk.

解释:

Institutions have a tendency to buy more risky assets when prices of assets are rising.

经济好的时候不是会减少capital么?这不是一个好事儿么?

1 个答案

品职答疑小助手雍 · 2020年03月31日

同学你好,对业务发展是好事,但是对风控不一定是好事,越涨越买泡沫越吹越大,真的到爆的时候回想一下,一直以来越涨越买的行为是不是助长了这种泡沫呢~