NO.PZ2019070101000075
问题如下:
Which of the following measurement approaches for assessing operational risk would be most appropriate for small banks?
选项:
A.Standardized approach..
B.Basic indicator approach.
C.Advanced measurement approach.
D.Loss Distribution Approach
解释:
B is correct.
考点:Basic Indicator Approach
解析:基本指标方法在不是很么复杂、该方法下,运营风险只有一个指标:总收入。通常规模较小的银行中运用该方法较多。
基本指标法讲义中未说明过适用小公司吧,我记得笔记反而是loss分布法,是数据太少,一个数据用两次。