问题如下:
Which of the following approaches can be used for calculating specific risk capital charge?
I. The basic indicator approach
II. the standardized approach
III. the IRB approach
IV. same as the general risk capital charge
选项:
A.I and II.
B.II and III.
C.only IV.
D.only III.
解释:
B is correct.
考点:specific risk charge
解析:
计算specific risk charge时有两种方法:(1)标准法,(2)内部评级法
选项B正确
可否解释一下标准法是怎么计量src的,标准法不是用八大业务条线的权重相加吗?