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小熊猫 · 2025年04月02日

选项c在课件中提到过吗？

  1. FRM II
  2. Basel Accord

NO.PZ2016072602000050

问题如下：

Which of the following statements about the Basel II capital requirements is false?

选项：

A.

It increases the risk sensitivity of minimum capital requirements for internationally active banks.

B.

It addresses only credit risk and market risk.

C.

U.S. insurance companies are not required to comply with Basel II capital requirements.

D.

Banks are not allowed to use their internal models for credit risk in determining the capital requirements for credit risk.

解释：

B is correct. Statement b. is false because Basel II also covers operational risk. Banks can provide inputs but cannot use their internal models for credit risk, so statement d. is true.

选项c在课件中提到过吗？

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1 个答案

李坏_品职助教 · 2025年04月02日

嗨，爱思考的PZer你好：


美国的保险机构需要满足的是Solvency II的要求，而Basel II是针对银行类机构的，与保险机构无关。


这个是基础班讲义里面的例题（Basel II: Pillar 3 Market Discipline这部分）：



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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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