在備考FRM考試中考生一定要做大量的例題解析，那么FRM例題解析哪里有？

下面是融躍小編列舉的FRM真題解析，一起了解一下吧！

According to the Basel Committee which of the options below is not a quantitative standard that a bank must meet before it is pertained to use the Advanced Measurement Approach (AMA) for operational risk capital:

A) Abank's risk measurement system should be sufficiently 'granular' to capture the major drivers of operational risk affecting the shape of the tail of the loss estimates

B) Supervisors will require the bank to calculate its regulatory capital as then Unexpected Loss (UL) disregarding the Expected Losses (EL)

C) Internally generated operational risk measures used for regulatory capital purposes must be based on a minimum 5-year observation period of loss data When the bank first moves to theAMAa 3-year historical data window is

D) The tracking of internal loss data

答案：B

解析：B is not a quantitative standard. According to the Basel Committee, Supervisors will require the bank to calculate its regulatory capital requirement as the sum of expected loss (EL) and unexpected loss (UL), unless the bank can demonstrate that it is adequately capturing EL in its internal business practices."

For banks that use the advanced internal ratings-based (advanced IRB) approach to credit risk, the primary inputs to the capital calculations are:

A) Credit assessments of external rating agencies.

B) The banks’internal assessments of key risk drivers.

C) Mandated by bank supervisors.

D) Interest rates.

答案：B

解析：Under the advanced IRB approach, the bank uses its own internal measures of credit risk and exposure in capital calculations.