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金融民工阿聪 · 2021年01月31日

D选项为啥包含在里面呢

NO.PZ2019052001000027

问题如下:

Although the Basel committee allows significant flexiblility in the use of advanced measurement approach (AMA), there are three main requirements. The following statements are the requirements except:

选项:

A.

Banks must use 99.9th percentile events with a one-year time horizon.

B.

The measurement of the model should include internal loss data, external loss data, scenario analysis, key risk indecations and self-assessments.

C.

Capital should be used to minimize risks.

D.

Allocate capital in a way that incentivizes good behavior.

解释:

C is correct.

考点:Advanced Measurement Approach

解析:AMA没有在减小风险上有要求。

D选项为啥包含在里面呢

1 个答案

袁园_品职助教 · 2021年02月02日

同学你好!


AMA的要求之一,是可以让银行找到一种分配资本金的方法,该分配资本金的方法能激励银行不要冒进,承担合理的风险(这对银行来说是good behavior)