NO.PZ2019052001000045
问题如下:
Regarding best practices in implementing a RAROC approach, which of the following statements is correct?
选项:
A.When calculating economic capital, the metrics used to measure credit risk, market risk and operational risk are clearly defined and can be calculated objectively.
B.Limiting the company's growth by limiting leverage may result in higher profits.
C.In order to ensure the highest accuracy of data for each business unit, the data collection process of each business unit of the company should be decentralized.
D.The successful RAROC approach focuses on maximizing the company's profits.
解释:
B is correct.
考点:RAROC
解析:由于杠杆限制而对公司增长的限制可能导致更高的利润,因为它要求公司创新并优化稀缺资源(可用资金有限)。
涉及操作风险的指标不像信用和市场风险那样定义,因此,计算中经常涉及大量的主观性,A错;
数据收集过程应集中进行内置的编辑和合理性检查,以提高数据的准确性,C错;
成功的RAROC方法侧重于公司在一定风险水平方面获得的一定水平的利润,D错。
请问C为什么错