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隐藏支付积分在商业银行理财顾问服务中，客户根据商业银行和理财人员提供的理财顾问服务自行管理和运用资金，（ ）。
A. 客户获取由此产生的收益并承担风险 B. 客户获得由此产生的收益，客户和银行共同承担由此产生的风险 C. 客户与银行共同获得由此产生的收益，客户承担由此产生的风险 D. 客户获得由此产生的收益，银行承担由此产生的风险 【答案和解析】- 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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根据《上海证券交易所股票上市规则》，下列情形中，上市公司不需要在2018年1月31日前进行业绩预告的是（ ）。
A. 丁上市公司预计2017年度净利润为5000万元，较2016年度净利润下降2500万元 B. 甲上市公司预计2017年度净利润为-100万元 C. 丙上市公司预计2017年度净利润500万元，较2016年度净利润增加1000万元 D. 乙上市公司预计2017年度净利润为3000万元，较2016年度净利润增加2000万元 【答案与解析】- 0
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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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根据《首次公开发行股票并在创业板上市管理办法》的规定，下列关于首次公开发行股票并在创业板上市的监督管理和法律责任的说法中，正确的是（ ）？
A. 发行人的发行申请文件和信息披露文件存在同一事实表述不一致的，证监会将中止审核并自确认之日起12个月内不受理相关保荐代表人推荐的发行申请 B. 发行人披露盈利预测，利润实现数未达到能得预测的50%的，除因不可抗力外，证监会可以自确认之日起36个月内不受理该公司的公开发行证券申请 C. 证券服务机构未勤勉尽责，所制作、出具的文件有虚假记载、误导性陈述或者重大遗漏的，证监会将自确认之日起12个月内…- 0
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Which of the following statements regarding market, credit, and operational risk is correct?
A. People risk relates to the risk associated with incompetence and lack of suitable training of internal employees and/or external individuals. B. Between two counterparties, presettlement risk is al…- 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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在假定市场因子的变化服从多元正态分布情形下，利用正态分布的统计特征简化计算VaR，该种方法是（ ）。
A. 方差-协方差法 B. 蒙特卡罗模拟法 C. 历史模拟法 D. 标准法 【答案与解析】- 0
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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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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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Under which circumstance, setting an independent risk management department will increase a bank’s value?
A. When the risk taken by the bank increases, the corresponding cost produced by the risk is low. B. There are different business lines within the bank, and each line manages its risk independently. C…- 0
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Which of the following non-parametric estimators combines the historical simulation model with conditional volatility models?
A. Filtered historical simulation. B. Volatility-weighted historic simulation. C. Correlation-weighted historic simulation. D. Age-weighted historic simulation.- 0
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Hugo Nelson is preparing a presentation on the attributes of value at rish. Which of Nelson’s following statements is not correct?
A. VAR can account for the diversified holdings of a financial institution, reducing capital requirements. B. VAR(1%) can be interpreted as the number of days that a loss in portfolio value will excee…- 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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In characterizing various dimensions of a bank’s data, the Basel Committee has suggested several principles to promote strong and effective risk data aggregation capabilities. Which statement correctly describes a recommendation that the bank should follow in accordance with the given principles?
A. The integrity principles recommends that data aggregation should be completely automated without any manual intervention. B. The completeness principles recommends that a financial institution shou…- 0
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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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Which of the following statements regarding risk and risk management is correct?
A. Risk management is more concerned with unexpected losses versus expected losses. B. There is a relationship between the amount of risk taken and the size of the potential loss. C. The final s…- 0
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Tom is evaluating the existing risk management system of RR Asset Management and identified the following two risks.
1. RR Asset Management's derivative pricing model consistently undervalues call options. 2. Swaps with counterparties exceed counterparty credit limit. These two risks are most likely to be class…- 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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Jack is evaluating the existing risk management system of ABC Asset Management. She is asked to match the following events to the corresponding type of risk. Identify each numbered event as a market risk, credit risk, operational risk, or legal risk event.
1. Insufficient training leads to misuse of order management system. 2. Credit spreads widen following recent bankruptcies. 3. Option writer with counterparty cannot be netted because they originated …- 1
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