NO.PZ2016072602000016
问题如下：
Which of the following statements about its methodology for calculating an operational risk capital charge in Basel II is correct?
选项：
A. The basic indicator approach is
suitable for institutions with sophisticated operational risk profiles.
B. Under the standardized approach, the
capital requirement is measured for each of the business lines.
C. Advanced measurement approaches will
not allow an institution to adopt its own method of assessment of operational
risk.
D. The AMA is less risk sensitive than
the standardized approach.
解释：
B is correct. The BIA is suitable for banks with basic risk profiles, so answer a. is incorrect. The AMA is an internal model, so answer c. is incorrect. The AMA is more risk sensitive than the standardized approach, so answer d. is incorrect.
不懂a选项，谢谢，呃呃呃
