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金融民工阿聪 · 2021年03月22日

为什么b错呢

  1. FRM II
  2. Basel Accord

NO.PZ2019070901000142

问题如下：

How is the minimum capital requirement (MCR) best described in Solvency II?

选项：

A.

Target capital, to handle unexpected losses.

B.

Two-level regulatory capital requirement.

C.

Designed to ensure a low one-year default probability

D.

Final threshold, between 25-45% of the solvency capital requirement (SCR).

解释：

D is correct.

考点：Solvency II Framework

解析：Pillar 1 of Solvency II specifies a minimum capital requirement (MCR)and a solvency capital requirement (SCR). The MCR will typically be between 25% and 45% of the SCR.

为什么b错呢？？？？？？？？
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1 个答案

小刘_品职助教 · 2021年03月22日

同学你好，

题目问的MCR就要求一个最低的capital ，不是两个层次的regulatory capital requirement

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