Multiple Choice
The market risk capital charge is included in capital regulations as regulators recognise that changes in market value can impact on an FI's insolvency risk.
A) Market risk takes into account general market risk, specific risk and operational risk.
B) FIs with APRA approval can use a combination approach with all risk categories and across all regions.
C) APRA can increase or decrease capital requirements from the internal model if it considers that it doesn't reflect fully the FI's market risk profile.
D) All of the listed options are correct.
Correct Answer:
Verified
Correct Answer:
Verified
Q3: Which of the following statements is true?<br>A)The
Q4: Which of the following statements is true?<br>A)The
Q5: Within the framework of Pillar I, which
Q6: Choose the correct statement:<br>A)The countercyclical capital buffer
Q7: Credit-risk-adjusted assets are on- and off-balance-sheet assets
Q9: Current credit exposure is the:<br>A)credit risk exposure
Q10: Procyclicality refers to features or characteristics that:<br>A)serve
Q11: Current credit exposure is the cost of
Q12: The term 'credit equivalent amount' refers to
Q13: Which of the following statements is true?<br>A)Basel