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六姑娘 · 2021年11月04日

这道题在讲义的哪里？

  1. FRM II
  2. Basel Accord

NO.PZ2019070901000142

问题如下：

How is the minimum capital requirement (MCR) best described in Solvency II?

选项：

A.

Target capital, to handle unexpected losses.

B.

Two-level regulatory capital requirement.

C.

Designed to ensure a low one-year default probability

D.
Final threshold, between 25-45% of the solvency capital requirement (SCR).

解释：

D is correct.

考点：Solvency II Framework

解析：Pillar 1 of Solvency II specifies a minimum capital requirement (MCR)and a solvency capital requirement (SCR). The MCR will typically be between 25% and 45% of the SCR.

这道题在讲义的哪里？麻烦贴一下

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1 个答案

李坏_品职助教 · 2021年11月04日

嗨，从没放弃的小努力你好：


讲义P314：


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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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