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徐威廉 · 2024年10月26日

这题说了个啥?

NO.PZ2023100905000030

问题如下:

Which of the following statements is most likely correct?

选项:

A.

The internal controls policy of BHCs requires that senior management should furnish the board of directors with sufficient information to comprehend the BHC risk exposures.

B.

A governance policy offers fundamental guidelines and principles to BHCs for the capital issuance, use, distribution, and planning purposes.

C.

Suspension or reduction in dividends or repurchase programs do not fell under the capital policy of BHCs.

D.

Designing and testing a scenario-related default of a major counterparty is an example of BHC stress testing and a stress scenario design policy.

解释:

The first statement is the requirement of the governance policy and not the internal control policy. The second statement falls under capital policy and not the governance policy. Regarding the third statement, capital contingency plans (e.g., suspension or reduction in dividends or repurchase programs) are a key part of capital policies of BHCs detailing the actions intended to be taken under deficiencies in capital position. The fourth statement is correct. Many different scenarios, including counterparty default, fall under the BHCs stress testing and scenario design policy.

BHC是什么?大型持股银行?这题能不能把没有解释的都解释一下啊

1 个答案
已采纳答案

李坏_品职助教 · 2024年10月26日

嗨,努力学习的PZer你好:


BHC指的是银行控股公司,在西方,为了突破地域限制,几个不同州的银行会有一个共同的控股集团,这就是BHC。


A选项说的是BHC的高管应该给董事会提供关于BHC风险敞口充足信息,这个属于governance policy的内容,不是internal control policy,所以A错误。

B说的是要提供关于直接融资、资本分配、资本预算等事项的基本准则和政策,这个属于capital policy,不是governance policy,B错误。

C说的是降低股息分红或股份回购,不属于capital policy。这个不对。这个恰好是capital policy最核心的内容。


D是对的。设计主要交易对手的违约情景,是BHC压力测试的一个实例。




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