8011 試験問題を無料オンラインアクセス

Which of the following event types is hacking damage classified under Basel II operational risk classifications?

• A.Information security
• B.Technology risk
• C.External fraud
• D.Damage to physical assets

Which of the following contributed to the systemic failure during the credit crisis that began in 2007?

• A.All of the above
• B.Moral hazard from the strategy of 'originate and distribute'
• C.Inadequate attention paid to liquidity risk
• D.Stress tests that did not stress enough

The capital adequacy ratio applied to risk weighted assets for the calculation of capital requirements for credit risk per Basel II is:

• A.100%
• B.8%
• C.12.5%
• D.150%

The loss severity distribution for operational risk loss events is generally modeled by which of the following distributions:
I. the lognormal distribution
II. The gamma density function
III. Generalized hyperbolic distributions
IV. Lognormal mixtures

• A.I and III
• B.II and III
• C.I, II and III
• D.I, II, III and IV

Under the standardized approach to determining operational risk capital, operations risk capital is equal to:

• A.a varying percentage, determined by the national regulator, of the gross revenue of each of the bank's business lines
• B.a fixed percentage of the latest gross income of the bank
• C.15% of the average gross income (considering only the positive years) of the past three years
• D.a fixed percentage (different for each business line) of the gross income of the eight specified business lines, averaged over three years