NO.PZ2019070901000141
问题如下：
There are three plillars under Basel II, which of the following is not included in Pillar 2?
选项：
A.Banks should have a process for assessing their overall capital adequacy.
B.Supervisors should review and evaluate banks’ internal capital adequacy assessments and strategies.
C.Supervisors should expect banks to operate above the minimum regulatory capital ratios and should have the ability to require banks to hold capital in excess of the minimum.
D.Banks are required to carry enough capital to exceed the sum of the credit risk charge, the market risk charge and the operational risk charge.
解释：
D is correct.
考点：Basel II 中Pillar2 的内容
解析：D选项是pillar 1的内容（capital requirement）。
Pillar 2也就是The Supervisory Review Process。包含了BCD中的要求。
Supervisors should expect banks to operate above the minimum regulatory capital ratios and should have the ability to require banks to hold capital in excess of the minimum.就是监管机构还可以要求银行资本要比规定的资本充足率还要高？
