8009 試験問題を無料オンラインアクセス

The Chief Risk Officer is responsible for the management of the Risk Management Infrastructure, and as such helps the Board define, and then implements throughout the organization, the risk appetite of the organization.
Which of the following is also the responsibility of the Chief Risk Officer?

• A.Ensures that reporting of risk and governance-related matters are produced in a timely and accurate manner
• B.Acts as sponsor for risk throughout the organization and ensures that a risk culture is implemented, and maintained
• C.ensuring that all employees understand the rules and regulations (both internal and external) with which they must comply and the implications, for them and for the organization, of non-compliance
• D.Maintaining appropriate assurance measures to ensure that the Governance and Risk framework of the organization is effective, and, if any shortcomings are discovered, to escalate these to the Board so that remedial action can be taken in an appropriate and timely manner

Boards of Directors, including Audit and Risk Committees must review thoroughly compensation plans of potentially "highly compensated positions" for:
I. competitive market conditions
II. ensuring compliance with their corporate risk appetite and fiduciary responsibility to shareholders III. ensuring any discretionary bonus plans are geared towards keeping high income / revenue generators IV. reporting all such personnel to the local regulator

• A.II, III and IV only
• B.All of the above
• C.I, II and IV only
• D.I and II only

The multi-dimensional risk problem at Northern Rock did not include which one of the combinations of the following?

• A.LPHI Risk; Business Model; Solvency vs. Liquidity: and Deposit Protection
• B.Business Model; Corporate Governance; Moral Hazard; and Deposit Protection
• C.Deposit Protection; Moral Hazard; Business Model; and LPHI Risk
• D.Corporate Governance; Moral Hazard; Role of Government; and Credit Risk

In the case of National Australia Bank, which of the following was present?

• A.A window of time between close of day for reporting purposes and back office checking that allowed traders to hide losses using fictitious trades
• B.Neither A nor B
• C.The Board received risk management information that was incorrect, incomplete or insufficiently detailed
• D.Both A and B

Which of the following regarding Orange County is FALSE?

• A.Bob Citron tried to "ride the yield curve"
• B.Bob Citron engaged in risky strategies to benefit personally
• C.Citron's losses were eventually exposed by massive margin calls
• D.Bob Citron heavily leveraged his positions using repos