金程問(wèn)答
老師，A選項(xiàng)為什么要produce the same prices as the user of the model？B選項(xiàng)也請(qǐng)?jiān)俳忉屢幌聻槭裁磿?huì)減少模型風(fēng)險(xiǎn)
IRC不是衡量市場(chǎng)風(fēng)險(xiǎn)嘛 那不是應(yīng)該是10天99％的 第三說(shuō)的不是啊
我看到答疑中說(shuō)AMA在Basel III 中被取消了，那么Basel III 中還剩下哪些計(jì)量方法，只有SMA了嗎，還是說(shuō)還有其他的
精 不理解這里為什么Risk Chaampions & Business-Line Managers 負(fù)責(zé)monitor Operational Risk Function Operational Risk Committee 負(fù)責(zé)act 難道不應(yīng)該是一線業(yè)務(wù)人員負(fù)責(zé)act，然后上一級(jí)負(fù)責(zé)monitor更貼切嘛
c選項(xiàng)IDRC 不是IRC的前身嗎 IRC說(shuō)的不是市場(chǎng)風(fēng)險(xiǎn)的事情嗎 那不是應(yīng)該是99% 10天嗎 為什么c是對(duì)的呢 可以詳細(xì)說(shuō)一下嗎
B沒(méi)有聽懂，需要詳細(xì)解釋
IRB是怎么調(diào)整maturity的
這道題是不是有點(diǎn)問(wèn)題，市場(chǎng)風(fēng)險(xiǎn)的SA方法出現(xiàn)在96年修整案中，這里問(wèn)巴三…
大樓被損重建為什么涉legal risk?
這道題里面的三個(gè)Pillar指的是什么，具體在那節(jié)里面？和三道防線有關(guān)系么？
The sharing of cyber-security information from a bank to its regulator(s)/supervisor(s) is generally limited to cyber-incidents based on regulatory reporting requirements. 這里的regulator(s)/supervisor(s) 有什么區(qū)別嗎？?jī)烧叨际潜O(jiān)管機(jī)構(gòu)嗎？
舉例說(shuō)明如何區(qū)分內(nèi)部欺詐和客戶產(chǎn)品兩類的unauthorized
老師您好！【The CRO also reports the minimum regulatory capital requirements under the revised capital framework as presented in the table below. The capital ratios also include the capital conservation buffer of 2.5% (phased-in at an annual increment of 0.75%, starting January 2016) and a G-SIB surcharge of 3.0% (phased-in at an annual increment of 0.625%, starting January 2016) of risk-weighted assets to be reached by January 2019】這段話的意思是說(shuō)，表格中給定的5.25%的CET1 ratio已經(jīng)包含了1.25%的CCB和1.5%的GSIB了么？
老師好，我想問(wèn)一下a選項(xiàng)，既然這個(gè)交易對(duì)手已經(jīng)被這家公司收購(gòu)了，為什么還要去考慮交易對(duì)手的風(fēng)險(xiǎn)？我理解的就是交易對(duì)手風(fēng)險(xiǎn)已經(jīng)不存在了。
請(qǐng)問(wèn)巴塞爾3規(guī)定leverage ratio>=3%,然后對(duì)全球系統(tǒng)性重要銀行的要求是在這個(gè)3%基礎(chǔ)上加上額外資本50%，那么leverage ratio3%是針對(duì)所有銀行嗎？課件上mei?zhao?沒(méi)找到
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