第五章单元测试
- In assessing operational risk using the Loss Distribution Approach, one only needs to estimate the distribution of loss frequency. （ ）
- That banks with poor controls are more inclined to purchase insurance than banks with good controls is referred as “moral hazard” problems. （ ）
- Which of the following is NOT a type of operational risk? （ ）
- Which of the following is correct about using internal data and external data in estimating operational risk models for a bank? （ ）
- Which of the following can be implemented in order to enhance internal control? （ ）
A:错 B:对
答案:错
A:错 B:对
A:Internal Fraud. B:Damage to physical assets. C:The central bank’s monetary policy change. D:Business Disruption.
A:External data may be subject to survivorship bias. B:Internal data tend to omit small losses. C:External data may not match the bank’s control system. D:Internal data may not be available.
A:Hedging, which means to take an offsetting position of the current portfolio. B:Dual entries, which means to match the entries or inputs of data from at least two sources. C:Separation of functions, which means individuals that are responsible for transactions should not perform clearance and accounting. D:Marking to market, which means to settle the profit/loss of all positions on a daily basis.
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