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.
“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”老师，基层分析师去制定VaR？这个时间和现实不符吧，制定VaR应该是风险管理委员会甚至管理层的职责吧？
还有oversee model analysis 监督模型分析这个不是风险管理部而是分析师的职责？
这里的分析师是隶属哪个部门？投资部？也就是业务部门？
