韓同學(xué)
2024-09-26 16:02全面的解釋一下看不懂解析
所屬：FRM Part I > Foundations of Risk Management 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Michael助教
2024-09-30 21:11
該回答已被題主采納
同學(xué)你好，
A選項，Risk appetite is the total amount of risk a firm can bear without becoming insolvent. 公司能承擔(dān)的風(fēng)險叫做risk capacity。
B選項，In practice, the risk appetite should be focused on a single thing: one broad, durable philosophical statement that avoids linkages to the firm's day-to-day risk management operations because these are bound to change. 風(fēng)險偏好必須要和日常的風(fēng)險管理活動有關(guān)，因為風(fēng)險偏好是指導(dǎo)日常風(fēng)險管理的。
C選項，Although risk appetite has an upper bound (an upper trigger), it is similar to a one-sided confidence interval: there is no such thing as a lower bound (a lower trigger) for risk appetite given that less risk is better. 它的說法意思是說風(fēng)險管理像一個區(qū)間，這個區(qū)間只有上限沒有下限，這個說法也不對，因為風(fēng)險偏好是公司喜歡去接受的風(fēng)險，這應(yīng)該是一個區(qū)間，有上限（風(fēng)險偏好的最大值），也有下限（風(fēng)險偏好的最小值，因為不承擔(dān)任何風(fēng)險是沒有收益的，所謂“不入虎穴焉得虎子”）
D選項，A risk appetite includes the mechanisms (e.g., detailed policy, business-specific risk statements, and a framework for risk limits) that link a top-level statement to the firm's day-to-day risk management operations.這個說法沒問題，意思其實就是董事會也要重視日常風(fēng)險管理。
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