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菱秋秋 · 2021年09月30日

请问答案A的点在哪里由体现?

NO.PZ2019052001000011

问题如下:

The following propositions are all about the risk appetite framework (RAF). Which of the following propositions is wrong?

选项:

A.

The risk appetite framework(RAF) should start with a risk appetite statement that covers many aspects including tolerance for post-stress losses and examing the cash flow statement.

B.

The risk appetite framework(RAF) is a strategic decision-making tool that represents the firm's core risk strategy.

C.

The risk appetite framework(RAF) does not necessarily need to be amended to take advantage of all profitable opportunities.

D.

The risk appetite framework(RAF) focuses on which risks the firm is willing and unwilling to take and under what conditions.

解释:

A is correct.

考点:risk appetite framework

解析:RAF是一个公司的核心风险管理策略,但是不是说一定要抓住每一个可以盈利的机会不放。RAF会对公司愿意和不愿意承担的风险以及其情形进行框定。

risk appetite statement主要会从资产负债表展开检查,而不是现金流量表。

请问答案A的点在哪里由体现?

1 个答案

李坏_品职助教 · 2021年09月30日

嗨,爱思考的PZer你好:


A项说的是RAF框架应该线设立一个风险偏好的statement,这个statement包括了损失容忍度以及现金流的examing。可以参考notes部分的讲解:


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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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NO.PZ2019052001000011 A里面从现金流量表开始检查和从资产负债表开始检查有啥区别吗

2021-02-02 01:08 1 · 回答

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2020-10-10 13:08 1 · 回答

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2020-10-09 00:31 1 · 回答