NO.PZ2019052001000027
问题如下:
Although the Basel committee allows significant flexiblility in the use of advanced measurement approach (AMA), there are three main requirements. The following statements are the requirements except:
选项:
A.Banks must use 99.9th percentile events with a one-year time horizon.
B.The measurement of the model should include internal loss data, external loss data, scenario analysis, key risk indecations and self-assessments.
C.Capital should be used to minimize risks.
D.Allocate capital in a way that incentivizes good behavior.
解释:
C is correct.
考点:Advanced Measurement Approach
解析:AMA没有在减小风险上有要求。
如题~