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小悟空 · 2020年08月20日

老师,可以具体解释一下什么是risk exposure吗? 谢谢!

问题如下:

Which of the following is in the reasonable order of risk management for one enterprise?

选项:

A.

First risk tolerance, then risk budgeting, last risk exposure.

B.

First risk budgeting, then risk exposure, last risk tolerance.

C.

First risk exposure, then risk tolerance, last risk budgeting.

解释:

A is correct.

Risk tolerance is the first step in which one enterprise should identify and measure the risk and define the risk appetite. Based on the results of risk tolerance, risk budgeting can proceed to determine which and how much risk is taken. Lastly, risk exposure can be measured and compared with an acceptable risk.

谢谢老师

1 个答案
已采纳答案

丹丹_品职答疑助手 · 2020年08月21日

嗨,爱思考的PZer你好:


同学你好,我们原版书是这样定义的Risk exposure is the extent to which the underlying environmental or market risks result in actual risk borne by a business or investor who has assets or liabilities that are sensitive to those risks. It is the state of being exposed or vulnerable to a risk. Risk exposure results from the decisions of an organization or investor to take on risk- sensitive assets and liabilities.

风险敞口是指潜在的环境或市场风险导致拥有对这些风险敏感的资产或负债的企业或投资者承担实际风险的程度。它是一种暴露于或易受风险影响的状态。

可以理解为可能会遭受因素影响变动而造成资产会遭受损失的部分。


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