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beiweiy · 2024年03月07日

请问这道题是哪个知识点?

NO.PZ2019042401000069

问题如下:

An investment management firm is in the process of strengthening its internal control environment and forms an independent risk management unit (RMU). A group of managers at the firm is asked to prepare a summary document describing the responsibilities of the new unit. While documenting the duties of the RMU, which of the following actions would be appropriate for the managers to include?

选项:

A.

Identify appropriate software and research reports to help make trading decisions.

B.

Generate VaR levels that are consistent with the targets set in the risk plan.

C.

Assess the quality of models used to measure risk.

D.

Oversee model analysts while they establish asset valuation models.

解释:

C is correct. One of the duties of the RMU is to assess the quality of models used to measure portfolio risk, such as through backtesting and validdation.

A, B, and D are incorrect. They are the duties of investment managers or the portfolio management function.

不记得哪里学过了,没有找到相应章节

1 个答案
已采纳答案

李坏_品职助教 · 2024年03月08日

嗨,爱思考的PZer你好:


考点是RMU的责任与义务,而RMU是属于ERM的一个小考点,指的是一个相对独立的风险管理团队要向CEO和董事会汇报公司的风险情况:


RMU是负责公司层面的风险情况的高层团队,至于具体的软件software(A选项)、VaR测算(B选项)、资产估值(D选项),这都属于基层分析师的活儿,不是RMU的。




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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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