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MINI PP · 2022年03月10日

B那里体现了是risk budgeting的意思呢?谢谢

NO.PZ2015121801000025

问题如下:

Once an enterprise’s risk tolerance is determined, the role of risk management is to:

选项:

A.

analyze risk drivers.

B.

align risk exposures with risk appetite.

C.

identify the extent to which the enterprise is willing to fail in meeting its objectives.

解释:

B  is correct.

When risk tolerance has been determined, the risk framework should be geared toward measuring, managing, and complying with the risk tolerance, or aligning risk exposure with risk tolerance. The risk tolerance decision begins by looking at what shortfalls within an organization would cause it to fail to achieve some critical goals and what are the organization’s risk drivers.

B那里体现了是risk budgeting的意思呢?谢谢


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已采纳答案

Kiko_品职助教 · 2022年03月11日

嗨,从没放弃的小努力你好:


B其实不算是risk budgeting啊,他的意思是将自己的风险敞口和风险偏好相匹配。当确定了风险承受能力后,风险框架就应该遵从风险承受能力,也就是说要将风险敞口和风险偏好结合起来。

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努力的时光都是限量版,加油!

HL · 2022年05月02日

感觉习题才是知识点!

Kiko_品职助教 · 2024年03月11日

嗨,从没放弃的小努力你好:


你说的顺序是不对的,肯定是风险敞口确定好了才能做budgeting吧。严格来说这一步属于risk tolerance,这就是对risk tolerance的解释。这是原版书risk tolerance这一部分内容的原话:

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

胖婷肥周 · 2024年03月10日

顺序是不是不对啊 刚刚做了一道题,确定了风险承受能力后,第二部就是风险预算,最后是风险敞口;怎么这道题风险敞口变成了第二部,不是应该选一个贴近风险预算的吗?

Kiko_品职助教 · 2022年05月03日

嗨,爱思考的PZer你好:


这部分内容偏定性,在理解概念的基础上做题也很关键,借助做题补充加深对知识点的理解~加油~

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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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