开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

和棋 · 2021年04月03日

第三个选项什么叫non-risk based?

NO.PZ2019070901000108

问题如下:

About the leverage ratio, which of the following statements is inaccurate?

I. It is equal to tier 1 capital divided by on-and-off-balance sheet items and exposures.

II. It allows banks to lend nearly 33 times tier 1 capital.

III. It's nonrisk-based and it is a supplement to risk-based capital standards.

选项:

A.

All of them.

B.

I and III.

C.

only II.

D.

Neither of them.

解释:

D is correct.

考点:the leverage ratio

解析:

I是杠杆比率的定义,正确。

II和III是杠杆比率的性质,杠杆比率是non-risk based,均正确。

第三个选项什么叫non-risk based?

1 个答案

袁园_品职助教 · 2021年04月04日

就是没有调整过风险的,只是把表内外资产简单相加来计算的一个ratio

老师在“Basel III Amendment - Operational Risk,Leverage Ratios and Systematic Risk Management”这一节视频里有讲到这个概念,如果还比较模糊,可以再去听一下