NO.PZ2019070901000116
问题如下:
Which of the following approaches can be used for calculating specific risk capital charge?
I. The basic indicator approach
II. the standardized approach
III. the IRB approach
IV. same as the general risk capital charge
选项:
A.I and II.
B.II and III.
C.only IV.
D.only III.
解释:
B is correct.
考点:specific risk charge
解析:
计算specific risk charge时有两种方法:(1)标准法,(2)内部评级法
选项B正确
Increment VaR 哪里有基本法啊, 只有 12 weekly 的 IRA