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hillock1122 · 2021年01月25日

问一道题：NO.PZ2016072602000017 [ FRM II ]

  1. FRM II
  2. Operational Risk and Resiliency

问题如下：

Which of the following statements regarding Basel II nonadvanced approaches is incorrect?

选项：

A.

The standardized approach makes it advantageous for a bank to book losses early if doing so reduces this year’s gross income sufficiently to make it negative.

B.

Corporate finance, trading and sales, and payment and settlement are the business lines with the highest regulatory capital requirements.

C.

The standardized approach divides the bank into business lines and uses data from the last three years of a business line’s gross income and a beta factor to obtain the regulatory capital for that business line.

D.

The standardized approach uses data from the last three years of gross income to obtain a bank’s operational risk capital charge.

解释：

A is correct. Statement a. is incorrect because only positive income is considered. Statement b. is correct, given Table 25.5. Statements c. and d. are correct as well.

老师能帮忙翻译一下选项吗？

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1 个答案

小刘_品职助教 · 2021年01月26日

同学你好，

A选项意思是在标准化方法下，银行提前入账损失是有利的，因为这样做可以减少今年的总收入，使其成为负数。但实际上在标准法下只有正收入才纳入计量，所以A是错误的。

//PS 推荐一个翻译网站 deepl

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