NO.PZ2019052001000032
问题如下:
The advanced measurement approach (AMA) allows banks to construct their own models for calculating operational risk capital. In AMA, the Basel Committee only allows the bank use four kinds of data elements to calculate the banks's operational risk capital charge. Which of the following four options is not one of the four categories allowed by the Basel Committee?
选项:
A.Internal loss data.
B.External loss data.
C.Business environment internal control factors.
D.Theoretical model calculated value
解释:
D is correct.
考点:AMA
解析:AMA法允许银行在计量操作风险的risk capital时,使用四种数据,这四种数据分别是:internal loss data, external loss data, scenario analysis, and business environment internal control factors。因此本题应该选D选项。
business environment internal control factors是啥