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?