FRM真題練習(xí)對于備考的考生來說是非常重要的，尤其是在備考的沖刺階段?？忌欢ㄒ龃罅康木毩?xí)，特別是近幾年的FRM真題。不僅可以幫助考生鞏固知識，也能幫助考生查漏補(bǔ)缺。下文是小編列舉的真題解析，一起了解一下！

In regard to Basel II minimum capital requirements, which of the following is false?

A) Banks can reduce their capital charge, subject to a limit, if they can demonstrate diversification benefit due to imperfect correlation between the major risk buckets: credit, operational and market risk.

B) Pillar Two explicitly encourages national authorities (supervisors) to supplement Pillar One with additional capital requirements at their discretion if they deem appropriate

C) Under the advanced/internal approaches, all three risk categories (credit, market, and operational risk) employ value at risk (VaR) concepts

D) Basel II had no explicit charge for liquidity risk

答案：A

解析： False: The capital charges are added (CRC + MRC + ORC); Basel II gives no recognition for potential diversification benefits at this level of analysis.

In regard to (b), (c) and (d), each are true. In regard to (b), please note the “mutually reinforcing” aspect of the framework; and that Pillar One implies only minimum capital requirements.

FRM考試的內(nèi)容就分享這么多，考生如果對FRM考試還有更多的疑問，可以文章評論一起學(xué)習(xí)探討！另外，有2022年全年備考日歷，想要的私信或者評論哦！