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和棋 · 2021年02月22日

第一条说的是什么意思,没有看懂

NO.PZ2016072602000027

问题如下:

Which of these statements about economic and regulatory capital are valid?

I. Regulatory capital seeks soundness and stability in the banking system by ensuring that there is enough capital in the banking system.

II.     Economic capital is designed to keep a financial institution solvent at a specified confidence level.

III.    For an individual bank, economic capital is always less than regulatory capital.

IV.    The determination of economic capital, and its allocation to the various business units, is a strategic decision process that affects the risk/return performance of the business units and the bank as a whole.

选项:

A.

II and IV only

B.

I,II,III,and IV

C.

I, II, and IV only

D.

I and IV only

解释:

C is correct. All the statements are correct, except c., that economic capital must always be less than regulatory capital. This is too broad a statement. The two measures are not necessarily related, even though this is the goal of having more risk-sensitive capital requirements.

第一条说的是什么意思,没有看懂

1 个答案

袁园_品职助教 · 2021年02月23日

同学你好!

I 说的是Regulatory capital(监管资本金)应该是有效和稳定的,因为要用来保证银行有充足资本金。

老师在“Risk Capital (Economic Capital)”这一节视频的最后部分里降到了这道题,也可以再去听一下加深印象~