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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.