问题 不定项选择 案例分析题

风险事件:

为增强交易对手信用风险资本监管的有效性,推动商业银行提升衍生工具风险管理能力,银监会于2016年11月28日对外公布《衍生工具交易对手违约风险资产计量规则(征求意见稿)》,要求商业银行将交易对手信用风险管理纳入全面风险管理框架。

相关背景:

近年来,随着金融市场的发展,我国商业银行衍生工具交易业务快速增长。为增强交易对手信用风险资本监管的有效性,推动商业银行提升衍生工具风险管理能力,根据2014年3月巴塞尔委员会发布的《交易对手信用风险计量的标准方法》,银监会起草了《衍生工具交易对手违约风险资产计量规则(征求意见稿)》(以下简称《规则》)。

《规则》借鉴国际经验并结合我国银行业实际,提高衍生工具资本计量的风险敏感性。

《规则》重新梳理了衍生工具资本计量的基础定义和计算步骤,明确了净额结算组合、资产类别和抵消组合的确定方法,分别规定了不同保证金安排情况下风险暴露的计量公式。

《规则》包括正文和附件两部分。正文共10条,要求商业银行将交易对手信用风险管理纳入全面风险管理框架,建立健全衍生产品风险治理的政策流程,强化信息系统和基础设施,提高数据收集和存储能力,确保衍生工具估值和资本计量的审慎性。附件规定了重置成本和潜在风险暴露的计算方法及流程,并明确了违约风险暴露的加总方式。

下列关于交易对手信用风险暴露的计量,表述错误的是()。

A.较常用的计量交易对手信用风险暴露的方法有现期风险暴露法、标准法和内部模型法

B.现期风险暴露法和标准法均适用于场外衍生工具交易违约风险暴露的计量

C.在标准法下,每一笔交易的风险暴露将映射至其含有的风险因素中

D.对于不满足利用标准法,但希望提高风险敏感度(相对现期风险暴露法)的银行,可以采用内部模型法

答案

参考答案:D

解析:D项,对于不满足利用内部模型法,但希望提高风险敏感度(相对现期风险暴露法)的银行,可以采用标准法。

单项选择题
完形填空
完形填空(共20小题;每小题1分,满分20分)
While attending a conference, I returned to my hotel room late one rainy evening.The overhead light outside my door was  1  and I had difficulty finding the keyhole.When I finally  2  to open the door, I  3  around the wall for a light switch.I found a  4  where a switch was once installed...but no switch.
No discouraged easily, I remembered seeing a  5  by the bed when I put away my luggage  6  in the day.I found the bed in the dark and felt around until I found the lamp, but when I switched it on,  7  happened! Now what?
Though I knew that it was dark outside my window  8  the outdoor light was burned out, I thought that  9  if I opened the curtains I might be able to use the light from the  10  to find another lamp.So I  11  my way slowly across the room to the curtains and...no draw-string!
I finally stumbled (跌跌撞撞) around until I found a desk lamp that actually  12 ! That evening I discovered in a whole new way just how dark the world can be and how necessary  13  is.
But even more necessary than  14  light is the light that shines from people—the light of
love, sympathy and 15 .Because, for many people, the world is a dark and  16  place.
It is the shining that is important, for someone today just may be stumbling in discouragement or fear and in  17  of some light.
So let your light shine.Whatever light you  18  may be a beacon (灯塔) of hope and encouragement in someone’s darkness.And if you feel that your light is 19  a candle in a forest, remember this—there isn’t enough darkness in the world to 20  the light of one small candle.
小题1:
A.broken B.burning C.shiningD.smooth
小题2:
A.managedB.attemptedC.succeededD.meant
小题3:
A.touchedB.feltC.turnedD.looked
小题4:
A.lightB.plateC.lampD.signal
小题5:
A.lampB.switchC.deskD.window
小题6:
A.laterB.earlierC.soonerD.first
小题7:
A.somethingB.everythingC.nothingD.anything
小题8:
A.sinceB.unlessC.whenD.although
小题9:
A.certainlyB.surelyC.absolutelyD.perhaps
小题10:
A.starsB.roomC.streetD.shop
小题11:
A.forced B.madeC.struggledD.pushed
小题12:
A.closedB.failedC.didD.worked
小题13:
A.loveB.thinkingC.dreamD.light
小题14:
A.spiritualB.physicalC.mentalD.inner
小题15:
A.faithB.soulC.mindD.attention
小题16:
A.mixedB.fancyC.lonelyD.complicated
小题17:
A.lackB.favorC.needD.face
小题18:
A.offer B.receiveC.devoteD.throw
小题19:
A.onlyB.evenC.everD.much
小题20:
A.give outB.leave outC.take outD.put out