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金融民工阿聪 · 2020年08月20日

问一道题：NO.PZ2016072602000017

  1. FRM II
  2. Operational Risk and Resiliency

问题如下：

Which of the following statements regarding Basel II nonadvanced approaches is incorrect?

选项：

A.

The standardized approach makes it advantageous for a bank to book losses early if doing so reduces this year’s gross income sufficiently to make it negative.

B.

Corporate finance, trading and sales, and payment and settlement are the business lines with the highest regulatory capital requirements.

C.

The standardized approach divides the bank into business lines and uses data from the last three years of a business line’s gross income and a beta factor to obtain the regulatory capital for that business line.

D.

The standardized approach uses data from the last three years of gross income to obtain a bank’s operational risk capital charge.

解释：

A is correct. Statement a. is incorrect because only positive income is considered. Statement b. is correct, given Table 25.5. Statements c. and d. are correct as well.

D不对吧？不是应该通过各条线单独的GI*β再加总吗？

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品职答疑小助手雍 · 2020年08月20日

嗨，从没放弃的小努力你好：


D只是说用过去3年的数据，没有说关于各个业务条线分开算这个事哦


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虽然现在很辛苦，但努力过的感觉真的很好，加油！


金融民工阿聪 · 2020年08月22日

不就是因为没有说关于各个业务条线分开算这个事，所以D是错的啊

品职答疑小助手雍 · 2020年08月23日

他没说不代表他没有分开，他说的只是使用3年的数据，而要求就是使用3年的数据所以没错。

不要经过自己的想象给题目增加假设。

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