The risk-based capital requirements have received several types of criticism.Please match the criticism headings below (as stated in the text)with the appropriate criticism explanations in questions 20-122 to 20-130.
-20-124 The BIS plans largely ignore the covariance among asset risks between different parties.
A)Competition
B)DI specialness
C)Excessive complexity
D)Impact on capital requirements
E)Other risks
F)Pillar 2 may ask too much of regulators
G)Portfolio aspects
H)Risk weights
I)Risk weights based on external credit rating agencies
Correct Answer:
Verified
Q109: The risk-based capital requirements have received several
Q110: The risk-based capital requirements have received several
Q111: 20-109 The primary difference between Basel I
Q112: The risk-based capital requirements have received several
Q113: 20-119 In the NAIC model for life
Q115: 20-110 Counter party credit risk in OBS
Q116: 20-116 Which approach used in calculating capital
Q117: 20-118 Which of the following risk categories
Q118: The risk-based capital requirements have received several
Q119: 20-121 In the NAIC model for life
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