NO.PZ2019052001000013
问题如下:
Regarding the role of a risk appetite framework (RAF) in managing the risk of individual business lines within a firm, which of the following statements is correct ?
选项:
A. When economic conditions change, a clear RAF can assist the firm in preventing risk appetite drift.
B. The managers in individual business lines should submit long-term business plans to senior management in order to determine if the plans are consistent with the RAF.
C. Senior management and/or the board uses sensitivity analysis as a powerful tool to determine consistency with the RAF.
D. To ensure objectivity in the process of risk allocation, each individual business line's risk is independent of the others according to the RAF.
解释:
A is correct.
考点:risk appetite framework
解析:A是RAF的角色作用;
除了敏感性分析以外,还有其他的工具比如压力测试,情景分析。
每个业务条线不是独立的,如果另一个业务线遇到需要更多资金的机会,则可以修改根据RAF的每个业务线的风险偏好分配。
经理们需要提供中期的商业计划而不是长期。
为了保持客观性这个独立不对吗?