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金融民工阿聪 · 2021年03月20日

这章没有提到D吧

  1. FRM II
  2. Basel Accord

NO.PZ2016072602000050

问题如下：

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

选项：

A.

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

B.

It addresses only credit risk and market risk.

C.

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

D.

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.

这章没有提到D吧，得下一章才提到D选项吧，经常有类似这样的题出现，超前的知识点出现感觉有点影响做题效果

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1 个答案

袁园_品职助教 · 2021年03月20日

谢谢同学提醒，我们之后会注意更好的匹配题目和知识点

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