FRM备考中，FRM真题练习很重要！

临近FRM二级考试，在最后的几天时间里，考生要做的重要事情是什么，那就是真题练习了！尤其是近几年的FRM真题，并对真题的知识点进行总结，帮助自己进行提升！

Which of the following statements is incorrect about the foundation IRB and the advanced IRB approaches for credit risk capital charge in the Basel II Accord?

A) Under the advanced IRB approach, banks are allowed to use their own estimates of PD, LGD, EAD, and correlation coefficient, within the risk-weight functions provided by the supervisors.

B) Under the foundation IRB approach, banks provide their own estimates of PD and rely on supervisory estimates for other risk components.

C) Banks adopting the advanced IRB approach are expected to continue to employ this approach. Avoluntary return to the standardized approach is Permitted

D) Under both foundation IRB and advanced IRB approaches, the expected loss is not included in the credit risk capital charge.

答案：A

解析：Under the advanced IRB approach, banks are allowed to provide their own estimate of PD, LGD, and EAD, but must use the correlation coefficient formula specified by the supervisor.

FRM考试的内容就分享这么多，考生如果对FRM考试还有更多的疑问，可以文章评论一起学习探讨！另外，有2022年全年备考日历，想要的私信或者评论哦！