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NO.PZ2016072602000050

问题如下：

Which of the following statements about the Basel II capital requirements is false?

选项：

It increases the risk sensitivity of minimum capital requirements for internationally active banks.

It addresses only credit risk and market risk.

U.S. insurance companies are not required to comply with Basel II capital requirements.

Banks are not allowed to use their internal models for credit risk in determining the capital requirements for credit risk.

解释：

B is correct. Statement b. is false because Basel II also covers operational risk. Banks can provide inputs but cannot use their internal models for credit risk, so statement d. is true.

请问不是巴III提出了risk sensitive的理念吗？巴II也提出了吗

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袁园_品职助教 · 2021年03月12日

同学你好！

A是说Basel II提升了国际活跃银行最低资本要求的风险敏感性。巴II在巴I的基础上对于风险计量更进一步（引入了操作风险），算的更精细了，所以说 increase risk sensitivity 是对的

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