FRM真题例题解析，送给备考的你！

FRM真题在备考FRM考试中是考生必做的，尤其是历年FRM考试的真题练习。也是FRM考试的重难点地方，因此建议考生在考前能够进行至少三套真题的练习，并对真题的知识点进行总结，帮助自己进行提升！下面是小编列举的FRM真题例题解析，送给备考的你！

Pillar 1 of the Basel II framework allows banks to use various approaches to calculate the capital requirements for credit risk, operational risk, and market risk.

Which of the following Basel II approaches allows a bank to explicitly recognize diversification benefits?

A) The basic indicator approach for operational risk

B) The standardized approach for market risk

C) The internal models approach for market risk

D) The standardized approach for operational risk

答案：C

解析：The internal models approach allows banks to use risk measures derived from their own internal risk management models, subject to a set of qualitative conditions and quantitative standards. In terms of risk aggregation within market risk using the internal models approach, banks are explicitly allowed to recognize empirical correlations across broad market risk categories, and, thus, diversification benefits.

The standardized approach for market risk, on the other hand, assigns capital separately to each of debt securities, equity securities, foreign exchange risk, commodity risk, and options without consideration for correlations between different types of instruments. Thus, C is correct and B is incorrect.Also, Aand D are incorrect because operational risk cannot be diversified.

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