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尼克内姆 · 2020年06月01日

问一道题:NO.PZ2018070201000021 [ CFA I ]

问题如下:

Which of the following is in the reasonable order of risk management for one enterprise?

选项:

A.

First risk tolerance, then risk budgeting, last risk exposure.

B.

First risk budgeting, then risk exposure, last risk tolerance.

C.

First risk exposure, then risk tolerance, last risk budgeting.

解释:

A is correct.

Risk tolerance is the first step in which one enterprise should identify and measure the risk and define the risk appetite. Based on the results of risk tolerance, risk budgeting can proceed to determine which and how much risk is taken. Lastly, risk exposure can be measured and compared with an acceptable risk.

能不能把原版书上risk exposure的解释给贴一下?

1 个答案

丹丹_品职答疑助手 · 2020年06月02日

嗨,努力学习的PZer你好:


同学你好,Risk exposure is the extent to which the underlying environmental or market
risks result in actual risk borne by a business or investor who has assets or liabilities
that are sensitive to those risks


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努力的时光都是限量版,加油!