NO.PZ2024050101000003
问题如下:
ABC’s risk management unit is updating their guidelines relating to transaction approval and delegation. Risk managers are worried that even if transactions fall within available credit limits, foreign exchange volatility may cause breaches in these limits. Which of the following would be most appropriate to deal with this type of outcome?
选项:
A.
The guidelines should include a carve-out for breaches that are due to foreign exchange rate volatility.
B.
Breaches in the credit limit due to foreign exchange rate movements should be immediately escalated to the risk committee of the Board of Directors.
C.
The guidelines should treat each breach in the credit limit as an error by the originator, because currency movements should be anticipated.
D.
Breaches in the credit limit due to foreign exchange rate movements should be immediately escalated to the CEO.
解释:
The firm should include a carve-out in the guidelines to allow for breaches of credit limits due to external factors not within the control of the firm. It is not prudent to treat these breaches as an originator error, and it is not necessary to escalate them if the guidelines include the carve-outs.
为什么要例外处理?不是应该提前考虑吗