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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 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 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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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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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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首次公开发行股票网下配售时，发行人和主承销商可以向其配售股票的投资者为（ ）。
A. 主承销商控股股东管理的公募基金 B. 发行监事能够施加重大影响的公司 C. 持有主承销商10%股份的股东 D. 过去6个月内与主承销商签署私募公司债券承销协议的公司 E. 主承销商高级管理人员配偶的姐姐 【答案与解析】- 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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Which of the following statements regarding the responsibilities of the chief risk officer (CRO) is least accurate?
A. The CRO should provide the vision for the organization's risk management. B. In addition to providing overall leadership for risk, the CRO should communicate the organization's risk profi…- 1
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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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下列（ ）不属于杠杆率指标的优点。
A. 具备逆周期调节作用，能维护金融体系稳定和实体经济发展 B. 避免了资本套利和监管套利 C. 能防范银行背离审慎经营原则、过度积聚高风险资产 D. 是风险中性的，相对简单易懂 【答案与解析】- 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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Which of the following statements is incorrect regarding bootstrap historical simulation? The bootstrapping technique:
A. draws a sample from the original data set, records the VAR from that particular sample and "returns" the data. B. can be performed to estimate the expected shortfall(ES). C. is a simple a…- 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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根据《证券发行上市保荐业务管理办法》，保荐机构应当在推荐发行人证券上市的上市保荐书中包括的内容是（ ）。
A. 保荐机构内部审核程序简介及内核意见 B. 对发行人发展前景的评价 C. 保荐机构与发行人的关联关系 D. 逐项说明本次发行是否符合《中华人民共和国公司法》和《中华人民共和国证券法》规定的发行条件和程序 E. 发行人存在的主要风险 【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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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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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《证券发行上市保荐业务管理办法》，下列关于保荐工作底稿的说法中，错误的是（ ）。
A. 保荐工作底稿应当真实、准确、完整地反映整个保荐工作的全过程 B. 保荐机构应当建立健全工作底搞制度，为每一项目建立独立的保荐工作底稿 C. 保荐代表人必须为其负责的每一项目建立尽职调查工作日志，作为保荐工作底搞的一部分存档备查 D. 保荐工作底搞保存期不少于5年 【答案与解析】- 0
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