Which of the following statements is not a requirement to apply the advanced measurement approach (AMA)?
AThe model must hold capital to cover all operational risk losses for one year with a certainty of 99.9%
BInternal loss data, external loss data, scenario analysis, and business environment internal control factors must be included in the model
CCapital must be allocated to minimize risk
DThere must be a method for allocating capital that incentivizes good behavior
打开微信扫一扫
添加FRM讲师
课程咨询热线
400-963-0708
微信扫一扫
还没有找到合适的FRM课程?赶快联系学管老师,让老师马上联系您! 试听FRM培训课程 ,高通过省时省心!