问题如下:
Large banks typically allocate risk capital for credit, operational, and market/ALM risks. Which of the following statements ranks the typical amount of risk capital allocated to these different risks correctly?
选项:
A. Market/ALM risk requires more risk
capital than credit risk.
B. Credit risk requires more risk capital
than market/ALM risk, which requires more risk capital than operational risk.
C. Market/ALM risk requires more risk
capital than operational risk but less than credit risk.
D. Credit risk requires more risk capital
than operational risk, which requires more risk capital than market/ALM risk.
解释:
D is correct. For most global banks, the order of importance is, first, credit risk, then operational risk, then market/ALM risk. Also, answers b. and c. are the same.
感觉b c d表述的是同一个意思,credit risk 的capital最多