开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

滴滴姐姐~ · 2021年09月09日

我看到之前的回复。。。

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。

54页的图和28-29的data element。。。

到底哪个是传说中的四要素呢~

1 个答案

品职答疑小助手雍 · 2021年09月09日

嗨,从没放弃的小努力你好:


28-29的data element是,可以看25页的介绍~

----------------------------------------------
努力的时光都是限量版,加油!