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From an operational risk perspective, the risks that are unlikely to jeopardize the future of the firm are:

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A) low-frequency, high-severity risks

B) risks related to business practices

C) risks related to internal fraud

D) high-frequency, low-severity risks

答案：D

解析：Due to their predictable nature and small size, the risks that are unlikely to jeopardize the future of the firm are high-frequency, low-severity events. Note that risks related to fraud and business practices tend to create the largest unexpected losses and can therefore jeopardize the firm.

Operational risk loss data is not easy to collect within an institution, especially for extreme loss data. Therefore, financial institutions usually attempt to obtain external data, but doing so may create biases in estimating loss distributions. Which of the following statements regarding characteristics of external loss data is incorrect?

A) External loss data often exhibits scale bias as operational risk losses tend to be positively related to the size of the institution (i.e., scale of its operations).

B) External loss data often exhibits truncation bias as minimum loss thresholds for collecting loss data are not uniform across all institutions.

C) External loss data often exhibits data capture bias as the likelihood that an operational risk loss is reported is positively related to the size of the loss.

D) The biases associated with external loss data are more important for large losses in relation to a bank’s assets or revenue than for small losses.

答案：D

解析：The biases associated with external loss data are important for all losses in relation to a bank’s assets or revenue.

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