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
Q50: Retained earnings are:
A)the accumulated value of past
Q51: The capital conservation buffer is _ of
Q52: Basel III has introduced the first set
Q53: Choose the correct statement:
A)For DIs adopting advanced
Q54: In the standardised approach to operational risk
Q56: Which of the following statements is true?
A)Basel
Q57: Choose the correct statement:
A)Any Pillar 2 adjustment
Q58: The book value of an asset or
Q59: The regulation required under Basel II is
Q60: To calculate the operational risk capital charge,
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