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Which statement about operational risk is true?

A) Measuring operational risk requires both estimating the probability of an operational loss event and the potential size of the loss.

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B) Measurement of operational risk is well developed, given the general agreement among institutions about the definition of this risk.

C) The operational risk manager has the primary responsibility for management of operational risk.

D) Operational risks are clearly separate from other risks, such as credit and market.

答案：A

解析：OnlyAis a true statement. B is incorrect because operational risk is still not clearly defined. C is incorrect because responsibility for risk management lies in the operational area and is overseen by the risk manager. D is incorrect because operational risk is interwoven with other types of risk.

Operational Risk Capital should provide a cushion against:

I. Expected losses.

II. Unexpected losses.

III. Catastrophic losses.

A) I only

B) II only

C) I and II only

D) I, II, and III

答案：B

解析：Risk capital should be used to address unexpected losses. Expected losses should be covered by income from the product or activity, while catastrophic losses should be covered by insurance.

Abank simulates the distribution of its operational losses. It finds that the loss that corresponds to the 99th percentile of potential losses is $250,000 and the mean of the distribution is $30,000.An estimate of operational risk economic capital is closest to:掃碼立即搶購

A) $220,000.

B) $30,000

C) $250,000

D) $270,000

答案：A

解析：Operational risk economic capital is the difference between the loss at a given confidence level and the expected loss. In this case, $250,000–$30,000 = $220,000.

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