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What data quality attribute is missing in this situation?
A bank's detailed portfolio data on positions held in a particular security across the bank does not agree with the aggregate total position for that security for the bank . What data quality attribute is missing in this situation?A . Data completenessB . Data integrityC . AuditabilityD . Data extensibilityView...
According to the implied capital model, operational risk capital is estimated as:
According to the implied capital model, operational risk capital is estimated as:A . Operational risk capital held by similar firms, appropriately scaledB . Total capital less market risk capital less credit risk capitalC . Capitalimplied from known risk premiums and the firm's earningsD . Total capital based on the capital...
Which loss event type is the failure to timely deliver collateral classified as under the Basel II framework?
Which loss event type is the failure to timely deliver collateral classified as under the Basel II framework?A . Clients, products and business practicesB . External fraudC . Information securityD . Execution, Delivery & Process ManagementView AnswerAnswer: D Explanation: Refer to the detailed loss event type classification under Basel II...
If F be the face value of a firm's debt, V the value of its assets and E the market value of equity, then according to the option pricing approach a default on debt occurs when:
If F be the face value of a firm's debt, V the value of its assets and E the market value of equity, then according to the option pricing approach a default on debt occurs when:A . F > VB . V < EC . F < VD . F...
Which of the following credit risk models relies upon theanalysis of credit rating migrations to assess credit risk?
Which of the following credit risk models relies upon theanalysis of credit rating migrations to assess credit risk?A . KMV's EDF based approachB . The CreditMetrics approachC . The actuarial approachD . The contingent claims approachView AnswerAnswer: B Explanation: The correct answer is Choice 'b'. The following is a brief...
The sum of the stand alone economic capital of all the business units of a bank is:
The sum of the stand alone economic capital of all the business units of a bank is:A . less than the economic capital for the firm as a wholeB . more than the economic capital for the firm as a wholeC . equalto the economic capital for the firm as...
What data quality attribute is missing in this situation?
A bank's detailed portfolio data on positions held in a particular security across the bank does not agree with the aggregate total position for that security for the bank . What data quality attribute is missing in this situation?A . Data completenessB . Data integrityC . AuditabilityD . Data extensibilityView...
If the full notional value of a debt portfolio is $100m, its expected value in a year is $85m, and the worst value of the portfolio in one year's time at 99% confidence level is $60m, then what is the credit VaR?
If the full notional value of a debt portfolio is $100m, its expected value in a year is $85m, and the worst value of the portfolio in one year's time at 99% confidence level is $60m, then what is the credit VaR?A . $40mB . $25mC . $60mD . $15mView...
If F be the face value of a firm's debt, V the value of its assets and E the market value of equity, then according to the option pricing approach a default on debt occurs when:
If F be the face value of a firm's debt, V the value of its assets and E the market value of equity, then according to the option pricing approach a default on debt occurs when:A . F > VB . V < EC . F < VD . F...
The frequency distribution for operational risk loss events can be modeled by which of the following distributions:
The frequency distribution for operational risk loss events can be modeled by which of the following distributions: I. The binomial distribution II. The Poisson distribution III. The negative binomial distribution IV. The omega distributionA . I, II and IIIB . I and IIIC . I, III and IVD . I,...
