2022年新版FRM备考资料下载
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What are the three pillars under the New Basel Accord?

A) Minimum Capital Requirement, Supervision, Market Discipline

B) Internal Models, Publication of results, Good staff

C) Standard Rules, Internal Models, VaR

D) High Capital, Complex Models, Segregation of duties

答案:A

解析: The three pillars of the Basel II Accord relate to: (1) minimum capital requirements; (2) bank assessments of capital requirements and supervisory review;and (3) disclosure requirements to enhance market discipline.

Under the new Basel accord, which of the following best defines the overall minimum capital ratio?

A) (Total Capital) / (Credit Risk + Market Risk + Operational Risk) = Capital Ratio > 8%

B) (Total Capital) / (Credit Risk+ Market Risk + Operational Risk) = Capital Ratio < 8%

C) (Total Capital) / (Credit Risk + Market Risk) = 8%

D) (Tier 1 Capital) / (Market Risk + Operational Risk) = 8%

答案:A

解析: Under the New BaselAccord, the ratio of total capital to risk-weighted assets (which account for credit, market, and operational risk) must be greater than 8 percent.

Which of the following securities is included in Tier 1 capital?

I. Common equity.

II. Subordinated debt.

III. Hybrid instruments.

IV. Cumulative perpetual preferred stock.

A) I only

B) I and II only

C) I and IV only

D) I, II, III, and IV

答案:A扫码预约

解析:Tier 1 capital, also called core capital, is composed of common equity, noncumulative perpetual preferred stock, and minority equity interest in consolidated subsidiaries, less goodwill and other deductions. Tier 2 capital, also called supplementary capital, is composed of hybrid instruments that are structured to be more or less permanent. Subordinated debt is a component of Tier 3 Capital.

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