NO.PZ2019070901000116
问题如下:
Which of the following approaches can be used for calculating specific risk capital charge?
I. The basic indicator approach
II. the standardized approach
III. the IRB approach
IV. same as the general risk capital charge
选项:
A.I and II.
B.II and III.
C.only IV.
D.only III.
解释:
B is correct.
考点:specific risk charge
解析:
计算specific risk charge时有两种方法:(1)标准法,(2)内部评级法
选项B正确
Which of the following approaches can be used for calculating specific risk capital charge?
I. The basic indicator approach
II. the standardized approach
III. the IRB approach
IV. same as the general risk capital charge
这是什么神奇的考点。。。SRC不是。。。MRC的计算那里讲的吗。。。老师说的是指一些specific risk 比如 event risk和basis risk之类的。。。
那我想,这方法要么就是4.same as the general risk capital charge 要么就是仿造MRC的两种方法(标准法和IMA对吧)
这个IRB是怎么混进这里的。。。
想看看这个考点的详细解释(比如原版书、讲义截图之类的 我是没印象讲过这个嗯。。。)