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In the Basel II StandardizedApproach for operational risk, the beta factor serves as a proxy for the industry-wide relationship between the operational risk loss experience for a given business line and the aggregate level of gross income for that business line. Which of the following lines has the highest beta factor?

A) Corporate finance

B) Retail banking

C) Commercial banking

D) Asset management.

答案：A

解析：According to the following table about the relationship between business line and beta factor, Business Line Beta Factor Corporate Finance 18% Trading and sales 18% Retail banking 12% Commercial banking 15% Payment, settlement 18%Agency services 15%Asset management 12% Retail brokerage 12%As a result, the answer is A.

The Supervisory Review Process does not include which of the following elements?

A) Verifying compliance with Pillar 2.

B) Reviewing internal control systems.

C) Assessing operational risks.

D) Assessing credit concentration risk.

答案：A

解析: The Supervisory Review Process is Pillar 2 and should include verifying compliance with Pillars 1 and 3.

The Basel Committee requires that four data elements be used to calculate a bank’s operational risk capital charge. Which of the following is not one of the four elements?

A) External data

B) Scenario analysis

C) Internal loss data.

D) Regression analysis and other statistical tools.

答案：D

解析：The Basel Committee requires four data elements that a bank must use in various combinations to calculate the operational risk capital charge based on the AMAframework. The four data elements are 1) internal loss data, 2) external data, 3) scenario analysis, and 4) business environment and internal control factors (BEICFs)