FRM考試有大量的計算題,因?yàn)榭忌谄綍r的備考生就需要多加練習(xí)。下文是列舉的相關(guān)真題,備考生必看~

With respect to managing and mitigating money laundering and the financing of terrorism (ML/FT) risks in a bank, bank tellers and branch managers are examples of:

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A) the first line of defense.

B) the second line of defense.

C) the most important line of defense.

D) lower level bank employees that have little to do with financial crimes risk

management.

答案:A

解析:To mitigate ML/FT risks, the first line of defense is the business units (e.g., the front office and customer facing activities). They identify, assess, and control ML /FT risks through policies and procedures that should be specified in writing and communicated to bank personnel. The second line of defense is the chief officer in charge ofAML /CFT . The third line of defense is internal audits.

The BIS regulatory capital treatment for the credit risk of OTC derivatives is:

A) (Net Replacement Value)×8%

B) 3×(Credit VaR)

C) (Potential exposure) - (current exposure)

D) None of the above

答案:D掃碼預(yù)約

解析:Calculation of the BIS risk-weighted amounts for off-balance sheet OTC derivatives includes calculation of the current replacement cost plus an add-on amount that approximates the future replacement cost. The add-on depends upon the type and the residual maturity of the contract.

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