FRM一级易错题精选:Advanced IRB approach

For banks that use the advanced internal ratings-based(advanced IRB)approach to credit risk,the primary inputs to the capital calculations are:
 
A.Credit assessments of external rating agencies.
 
B.The banks'internal assessments ofkey risk drivers.
 
C.Mandated by bank supervisors.
 
D.Interest rates.
 
FRM一级真题
 
Answer:B
 
Under the advanced IRB approach,the bank uses its own intβmal measures of credit risk and exposure in capital calculations.

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