如果你已經(jīng)報(bào)名了11月FRM考試，那么接下來(lái)的時(shí)間就要認(rèn)真?zhèn)淇剂?，在備考中一定要做大量的真題練習(xí)。下文是小編列舉的相關(guān)真題，一起了解一下！

Each of the following is true about Advanced Measurement Approach (AMA) to operational risk under Basel III except which is false?

A) Under theAMA, a bank must develop specific policies and have documented criteria for mapping gross income for current business lines and activities into theAMAframework

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B) Under theAMA,a bank can use its own internal model(s) but the quantitative standards include a charge for unexpected losses at 99.9% confidence over one-year horizon

C) To qualify for theAMA, the bank must have an independent operational risk management function that is responsible for the design and implementation of the bank’s operational risk management framework

D) To equlify for theAMA,the bank must : use internal loss data;use scenario analysis; and take into account key business environment and internal control factors

答案：A

解析：The standardized approach maps gross Income for business lines; theAMA allows banks to estimate unexpected operational losses with their own, presumalbly more accurate, internal models conditional on supervisor approval and meeting the associated quantitative and qualitative criteria.

Credit risk mitigation techniques under the Basel II Accord include which of the following?

I. Adjusting required capital for changes in the value of collateral.

II. Using the risk weight of the collateral in lieu of the borrower’s risk weight for the secured portion of the exposure.

A) I only.

B) II only.

C) Both I and II.

D) Neither I nor II.

答案：C

解析：Credit risk mitigation techniques can be either simple or comprehensive. Under the simple approach, the risk weight of the collateral is used in lieu of the borrower’s risk weight for the secured portion of the exposure. Under the comprehensive approach, the value of the collateral is adjusted periodically and that value is deducted from the exposure.

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