摘要:挪威大学留学生课程作业-风险管理risk management assignment Norway.
ofitability
C. asset scale and commercial bank profitability
D. capital scale and the risk of commercial bank management level
10. The main contents of the internal audit not including (D).
A. risk status and risk recognition, measurement and monitoring program the applicability and effectiveness
B. the accounting records and financial reports accuracy and reliability
C. internal control about the sanity and effectiveness
D. timely revise the rules and regulations and procedures to meet the legal and regulatory requirements
11. If a loan portfolios in default the number of loans to random poisson distribution, if the loan portfolios of default probability is 5%, so the loan portfolios in ten of loan, the probability of default is (C).
A. 0.01
B 0.012
C 0.018
https://www.51lunwen.org/norweign/ D 0.03
12. (A) is to point to A bank credit support for A variety of reasons the debtor cannot or will not comply with the contract pay its debts on time and make the bank the possibility of loss.
A. credit risk
B. market risk
C. operation risk
D. the liquidity risk
13. CreditMonitor model of risk loans and bonds valuation is based on the theory of (B).
A. insurance actuarial theory of learning
B. mertonian option pricing theory
C. econometric theory
D. portfolio theory
14. The mortgage-backed securities CL0 circulation structure of cycle time is to point to (B).
A. securities for repayment of the principal period
B. AD hoc intermediaries to mortgage assets mark issuance of securities, raise funds and invest them in new assets
C. AD hoc intermediary institutions to purchase the initial period of mortgage assets
D. constantly buy mortgage capital then by mortgage assets of mark to issuing securities process
15. Quantitative verification method to return to the test and benchmark that the main difference between (A).
A. the use of different data sources
B. the use of test method is different
C. scope is different
D. use different cost
16. In the rating model to distinguish ability test process, do not use method is (D).
A.R OC curve
B.A UC curve
C.C AP curve
D. binomial inspection
17. The bank risk management is the flow (C).
A. risk control-> risk identification-> risk monitoring-> risk measurement
B. risk identification-> risk control-> risk monitoring-> risk measurement
C. risk identification-> risk measurement-> risk monitoring-> risk control
D. risk control-> risk identification-> risk measurement-> risk monitoring
18. The modern commercial bank's financial control department usually taken (B) method, prompt capture market price changes.
A. monthly reference to A market pricing
B. the daily reference to a market pricing
C. daily financial statements pricing
D. the monthly financial statements pricing
19. The new Basel capital accord ", by reducing the (A) requirements, encouraged by commercial Banks () technology.
A. regulatory capital, advanced quantitative risk
B. economic capital, advanced quantitative risk
C. accounting capital, the risk is qualitative analysis
D. the registered capital, the qualitative analysis of risk
20. Commercial bank risk identification of the basic and the most commonly used method is (C).
A. mistakes tree analysis method
B. assets financial status analysis method
C. production risk list
D. scene analysis method
21. Risk
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