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The most data intensive approach to assessing regulatory capital for operational risk is the:
A) Basic indicator approach.
B) Standardized approach.
C) Foundation internal ratings based approach.
D) Advanced measurement approach.
答案:D
解析: The most data intensive approach to assessing regulatory capital for operational risk is the advanced measurement approach. Note that the foundation internal ratings-based approach is used for assessing credit risk.
An approach to assessing regulatory capital for operational risk that bases the capital charge upon a fixed percentage of an indicator (gross income) of operational risk exposure, where the percentage differs across business lines is the:
A) Basic indicator approach.
B) Internal measurement approach.
C) Loss distribution approach.
D) Standardized approach.
答案:D
解析: The standardized approach to measuring operational risk allows banks to divide activities along standardized business lines. The percentages of gross income differ across business lines in the standardized approach.