开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

LuckyYao · 2021年05月10日

答案D

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.

老师好,我看你在其他同学问题下面回答说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。

但是D对的原因难道不是因为不能用internal models approach计算credit risk,credit risk是internal ratings-based approach啊

1 个答案

袁园_品职助教 · 2021年05月11日

同学你好!

你说的没错,internal models approrach(内部模型法)是计量市场风险的

但是D说的是用自己内部的模型(internal model 不是 internal model approach)来计算,这个说法不对,因为模型是监管机构给的,银行只是自己估计input

  • 1

    回答
  • 0

    关注
  • 651

    浏览
相关问题

NO.PZ2016072602000050 问题如下 Whiof the following statements about the Basel II capitrequirements is false? It increases the risk sensitivity of minimum capitrequirements for internationally active banks. It aresses only cret risk and market risk. U.S. insurancompanies are not requireto comply with Basel II capitrequirements. Banks are not alloweto use their internmols for cret risk in termining the capitrequirements for cret risk. B is correct. Statement is false because Basel II also covers operationrisk. Banks cprovi inputs but cannot use their internmols for cret risk, so statement is true. 老师A的增加risk sensitivity 是2017年最终修订的BASEL II中的规定吧?

2022-11-04 16:28 1 · 回答

NO.PZ2016072602000050 Whiof the following statements about the Basel II capitrequirements is false? It increases the risk sensitivity of minimum capitrequirements for internationally active banks. It aresses only cret risk anmarket risk. U.S. insurancompanies are not requireto comply with Basel II capitrequirements. Banks are not alloweto use their internmols for cret risk in termining the capitrequirements for cret risk. B is correct. Statement is false because Basel II also covers operationrisk. Banks cprovi inputs but cannot use their internmols for cret risk, so statement is true. 明白,之前的回答也没看懂,请再讲解一下,谢谢

2021-04-13 02:02 1 · 回答

NO.PZ2016072602000050 Whiof the following statements about the Basel II capitrequirements is false? It increases the risk sensitivity of minimum capitrequirements for internationally active banks. It aresses only cret risk anmarket risk. U.S. insurancompanies are not requireto comply with Basel II capitrequirements. Banks are not alloweto use their internmols for cret risk in termining the capitrequirements for cret risk. B is correct. Statement is false because Basel II also covers operationrisk. Banks cprovi inputs but cannot use their internmols for cret risk, so statement is true. 这个什么不正确呢?

2021-04-03 20:30 2 · 回答

NO.PZ2016072602000050 Whiof the following statements about the Basel II capitrequirements is false? It increases the risk sensitivity of minimum capitrequirements for internationally active banks. It aresses only cret risk anmarket risk. U.S. insurancompanies are not requireto comply with Basel II capitrequirements. Banks are not alloweto use their internmols for cret risk in termining the capitrequirements for cret risk. B is correct. Statement is false because Basel II also covers operationrisk. Banks cprovi inputs but cannot use their internmols for cret risk, so statement is true. 这章没有提到,得下一章才提到,经常有类似这样的题出现,超前的知识点出现感觉有点影响做题效果

2021-03-20 03:00 1 · 回答