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中二 · 2020年10月10日

问一道题:NO.PZ2019052001000033 [ FRM II ]

问题如下:

Which of the following includes all of the factors that are components of risk measurement and modeling systems used to estimate operational risk capital charges?

选项:

A.

an operational risk measurement system (ORMS).

B.

an independent vetting process.

C.

a key risk indication(KRI) measurement.

D.

an independent corporate operational risk function (CORF).

解释:

A is correct.

考点:operational risk measurement

解析:

The operational risk measurement system (ORMS)包含了risk measurement and modeling systems两部分内容;

B选项,independent vetting process主要是检查model risk的,没有risk measurement内容;

C选项,KRI凑选项;

D选项,corporate operational risk function (CORF)没有包含modeling systems的内容。

请问这个知识点在讲义哪个地方啊?

1 个答案

小刘_品职助教 · 2020年10月11日

同学你好,

在基础班讲义的165页。

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