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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 increase, the corresponding cost produced by the risk is low. B. There are different business lines within lines within the bank, and each line manages its risk inde…- 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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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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2019企业会计准则、应用指南及解释 汇编
本文汇编了截至2018年12月31日财政部制定并发布的《企业会计准则》原文、应用指南及会计准则解释。 目 录 企业会计准则——基本准则（2014 年修订）………………………………………………. 8 企业会计准则第 1 号——存货（2006）……………………………………………………. 15 企业会计准则第 2 号——长期股权投资（2014 修订）…………………………….. 19 企业会…- 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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下列关于可转债发行与承销的说法中，正确的是（ ）。
A. 网下和网上投资者缴款认购的可转债数量合计为本次公开发行的75%，可以中止发行 B. 上市公司发行可转债，主承销商可以对参与网下配售的机构投资者进行分类，对不同类别的机构投资者设定不同的配售比例 C. 可转债中止发行后，在核准文件有效期内，经证券交易所许可，可以重新启动发行 D. 某可转债在上交所发行，网上申购最小单位为10手（10000元），申购数量应当为10手或10手的整数倍 …- 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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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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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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对于拟首次公开发行股票并在上交所上市的公司，下列属于公司及其保荐人和律师主张多人共同拥有公司控制权须符合的条件是（ ）。
A. 最近3年内持有公司股份表决权比例最高的股东不能发生变化 B. 多人共同拥有公司控制权的情况，必须通过公司章程予以明确 C. 首发后的可预期期限内共同拥有公司控制权的多人不会发生变更 D. 可以通过间接支配公司股份表决权的方式拥有公司控制权，无需直接持有公司股份 【答案与解析】- 0
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Which of the following statements regarding the role of the firm’s audit committee is most accurate?
A. At least one member of the audit committee must possess sufficient financial knowledge. B. The audit committee may consist of some member of the management team. C. The audit committee is only resp…- 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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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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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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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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Which of the following statements accurately describe filtered historical simulation? Filtered historical sumulation:
A. is only reasonable for small portfolios, and empirical evidence does not support its predictive ability. B. is not flexible enough to capture conditional volatility and volatility clustering. C. is…- 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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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 of the following is TRUE comparing VAR and extreme value theory(EVT)?
A. The generalized Pareto distribution is fully parameterized by the mean and variance. B. VAR and EVT assume normality of the return distribution. C. Only EVT considers losses beyond a specified thre…- 0
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Which of the following statements about value at rish(VAR) is TRUE?
A. VAR is independent of probability level. B. VAR is not dependent on the choice of holding period. C. VAR decreases with longer holding periods. D. VAR decreases with lower confidence level.- 1
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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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