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FRM二级《操作及综合风险管理》Which of the following is an example

发表时间:2018-02-09 16:33
作者:FRM
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Which of the following is an example of an operational risk loss by Firm A?

A. After a surprise announcement by the central bank that interest rates would increase bond prices fall, and Firm A incurs a significant loss on its bond portfolio.

B. The data capture system of Firm A fails to capture the correct market rates causing derivative trades to be done at incorrect prices, leading to significant losses.

C. As a result of an increase in commodity prices, the share price of a company that Firm A invested in falls significantly, causing major investment losses.

D. A counterparty of Firm A fails to settle their debt to Firm A, and in doing this, they are in breach of a legal agreement to pay for services rendered.

Answer: B

Explanation:

In (B),systems failure or incorrect systems caused the problem.

The losses are directly due to an operational risk exposure A and C, an increase in interest rates and the fall in the value of an investment, are both examples of market risk exposure.

D ,failure to repay debt, is an example of credit risk exposure.

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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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