问一道题：NO.PZ2016072602000050

问题如下：

Which of the following statements about the Basel II capital requirements is false?

选项：

It increases the risk sensitivity of minimum capital requirements for internationally active banks.

It addresses only credit risk and market risk.

U.S. insurance companies are not required to comply with Basel II capital requirements.

Banks are not allowed to use their internal models for credit risk in determining the capital requirements for credit risk.

解释：

B is correct. Statement b. is false because Basel II also covers operational risk. Banks can provide inputs but cannot use their internal models for credit risk, so statement d. is true.

A选项中的International active banks指的是什么

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品职答疑小助手雍 · 2020年07月02日

这个算是各国监管机构画了个圈圈~属于这类的银行要更严的管。

各国对这个圈圈的范围画的不一样，原版书也没有细说，只说了欧洲一些国家把本国所有银行都当做internationally active bank了，美国只把大的银行划进去了。

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问一道题：NO.PZ2016072602000050

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