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比如世界 · 2021年04月13日

选项D不明白，之前的回答也没看懂，请再讲解一下，谢谢

  1. FRM II
  2. Basel Accord

NO.PZ2016072602000050

问题如下：

Which of the following statements about the Basel II capital requirements is false?

选项：

A.

It increases the risk sensitivity of minimum capital requirements for internationally active banks.

B.

It addresses only credit risk and market risk.

C.

U.S. insurance companies are not required to comply with Basel II capital requirements.

D.

Banks are not allowed to use their internal models for credit risk in determining the capital requirements for credit risk.

解释：

B is correct. Statement b. is false because Basel II also covers operational risk. Banks can provide inputs but cannot use their internal models for credit risk, so statement d. is true.

选项D不明白，之前的回答也没看懂，请再讲解一下，谢谢

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1 个答案

品职答疑小助手雍 · 2021年04月13日

嗨，从没放弃的小努力你好：


银行最多最多可以算算参数，最终计算captial requirement的模型还是监管公布的。

这题让选false的，D对了所以不选。

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努力的时光都是限量版，加油！

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