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FRM一级易错题精选:巴塞尔协议(III)

发表时间:2017-11-06 13:55
作者:FRM考试网
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Which ofthe following statements would be considered a drawback of Basel III?
 
A.Procyclicality is a concem,and no countercyclical buffer is provided.
 
B.It does not consider diversification effects among risk classes.
 
C.Level 1 diversification benefits are not acknowledged.
 
D.There are no detailed disclosure requirements for risk management policies conceming credit risk.
 
FRM考试
 
Answer:B
 
Basel III only considers Level 1 diversification benefits(Level 1:within specific class ofrisk,specific line ofbusiness).
 
Level 2a:within specific class of risk,across specific line of bussiness Level 2b:across specific classes of risk,within a definite legal entity Level 3:across definite classes of risk,across legal entities.

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报名、考试时间

2018年05月2018年11月
报名时间 第一阶段:2017.12.1~18.1.31
第二阶段:2018.02.01~02.28
第三阶段:2018.30.01~04.15
考试时间 2018年05月19日(周六)
成绩查询 2018年06月28日(周四)
报名时间2 第一阶段:2018.05.1~07.31
第二阶段:2018.08.01~08.31
第三阶段:2018.09.01~10.15
考试时间 2018年11月17日(周六)
成绩查询 2019年01月03日(周四)
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