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Tim Jones is evaluating two mutual funds for an investment of $100,000. Mutual fund A has $20,000,000 in assets, an annual expected return of 14 percent, and an annual standard deviation of 19 percent. Mutual fund B has $8,000,000 in assets, an annual expected return of 12 percent, and an annual standard deviation of 16.5 percent. What is the daily value at risk (VAR) of Jones’ portfolio at a 5 percent probability if he invests his money in mutual fund A?
A. $38,480. B. $13,344. C. $1,668. D. $1,924.- 0
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下列关于信贷资产证券化的说法中，错误的是（ ）。
A. 信贷资产证券化发起机构是因承诺依托而负责管理特定目的信托财产并发行资产支持证券的机构 B. 受托机构若发现贷款服务机构不能按照服务合同约定的方式、标准履行职责，经资产支持证券持有人大会决定，可以更换贷款服务机构 C. 信贷资产证券化发起机构和贷款服务机构不得担任同一交易的资金保管机构 D. 定向发行资产支持证券可免于信用评级 【答案与解析】- 0
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Which of the following statements regarding corporate risk governance is correct?
A. Management of the organization is ultimately responsible for risk oversight. B. A risk committee is useful for enforcing the firm's risk governance principles. C. Effective risk governance req…- 0
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根据相关规定，下列关于深交所主板上市公司董事会专门委员会的说法中，错误的是（ ）。
A. 董事会专门委员会成员应全部由董事组成 B. 公司董事会应当设立审计委员会，应有1名会计专业人士并担任召集人 C. 公司董事会设立薪酬与考核委员会的，委员会成员不得少于3名 D. 公司提名委员会成员中，独立董事应当占半数以上并担任召集人 【答案与解析】- 0
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甲企业主营业收入金额为80000万元，流动资产平均余额为5000万元，固定资产平均余额为10000万元。假设无其他资产，则该企业的总资产周转率为（ ）。
A. 4 B. 3 C. 6 D. 5 【答案与解析】 5- 0
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Which of the following statements regarding disadvantages of non-parametric methods is least accurate?
A. Volatile data periods lead to VAR and ES estimates that are too low. B. Cannot accommodate plausible large impact events outside of the sample period. C. Difficult to detect structural shifts/regim…- 0
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Which technique below does not contribute to credit risk mitigation?
A. Bond insurance B. Buy-and-hold C. Netting D. Collateralization- 0
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墨茶的离世、郑爽的代孕及制度纠错
刚刚过去的2020年是多么的魔幻，每个人心中都有自己的感触，也许憋了这么久，都期待着2021年能稍稍顺遂点。但现实总是比你的想象更为魔幻，更超现实，每天都给你出各种考题，也给这个民族出各种考题，做错了做对了，都是选择。多难成才，不是一句空话。多难兴邦，不是一句空话。只要活着，做错了，还可以再选择，把错了的改过来。前提是，要活着！ 【一】 墨茶的离世 这不，…- 1
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根据《发行监管问答——关于首次公开发行股票预先披露等问题》的规定，下列说法正确的是（ ）。
A. 发审会前，发行人及其保荐机构需根据发行监管部门的意见修改已提交的发审会材料和预先披露材料 B. 申请主板发行上市公司预先披露材料包括招股说明书（审报稿）、关于公司设立以来股东演变情况的说明及其董事、监事、高级管理人员的确认意见、承诺函 C. 发行监管部门在发行人预先披露更新前安排初审会 D. 保荐机构应在报送上会材料的同时报送预先披露更新材料 【答案与解析】- 0
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A board of directors is evaluating the implementation of a new ERM program at an asset management company. Which statement below is consistent across the various current definitions of an ERM program and most appropriate to be included in the company’s ERM definition and goals?
A. The ERM program should reduce costs by transferring or insuring most of the company's major risk exposures. B. The major goal of the new ERM program should be to reduce earnings volatility. C.…- 0
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下列各项关于外币财务报表折算的会计处理中，正确的是（ ）。
A. 以母、子公司记账本位币以外的货币反映的实质上构成对境外经营子公司净投资的外币货币性项目，其产生的汇兑差额在合并财务报表中单列外币报表折算差额项目反映 B. 少数股东应分担的外币财务报表折算差额，应并入其他综合收益列示于合并资产负债表 C. 合并财务报表中各子公司之间存在实质上构成对另一子公司净投资的外币货币性项目，其产生的汇总差额应由少数股东承担 D. 在合并财务报表中对境外经营子公司产生的…- 0
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Which of the following items accurately describe a disadvantage of non-parametric methods?
A. Difficult to estimate losses significantly larger than the maximum loss within the data set. B. Analysis depends critically on forecasted data. C. Volatile data periods lead to VAR and ES estimates…- 1
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Which technique below does not contribute to credit risk mitigation?
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中国人吃肉与美元垃圾
"How China Could Change the World By Taking Meat Off the Menu?"，“（我们）把中国人菜单上的肉撤下来，会怎样改变世界呢？”这是美国《时代周刊》网站1月22日的一篇文章的标题，文章讲的是中国畜牧业及温室气体排放的气候问题。 人家英文标题的主语好像是China中国，意思是中国人自己要自觉点，自己动手把菜单上…- 1
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Which of the following statements regarding generalized extreme value(GEV) and peakover-threshold(POT) is CORRECT?
A. POT requires the estimation of one more parameter than GEV. B. Both POT and GEV focus on the distribution of extreme values above a specified threshold. C. Only one of the approaches has a tail par…- 0
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The board of directors of a growing asset management company has recommended that the firm establish an ERM framework. Which of the following represents a key benefit that the firm will likely attain after establishing an ERM framework?
A. Allowing the company to determine and make use of a higher risk appetite. B. Finding the optimal reporting methodology for each risk function. C. Improving the top-down communication and coordinati…- 0
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下列不属于贷款发放审核担保落实情况内容的是（ ）。
A. 是否可以事后补办抵（质）押登记 B. 抵（质）押保险金额是否覆盖信贷业务金额 C. 担保人的担保资料是否完整、合规、有效 D. 是否已按要求进行核保 【答案与解析】- 0
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