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金融民工阿聪 · 2021年04月28日

business environment internal control factors

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

1 个答案
已采纳答案

品职答疑小助手雍 · 2021年04月28日

嗨,努力学习的PZer你好:


这点不重要,也基本不会单独拿出来考概念,大致就是公司商业环境和内部控制业务条线里的一些数据。原版书有一个举例在126页。

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努力的时光都是限量版,加油!

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