Busıness Fınance Iı Deneme Sınavı Sorusu #1053426

  1. Boundray between the banking book and trading book
  2. Use and validation of banks’ internal models
  3. Risk measurement under the internal models approach
  4. Risk measurement under the standardised approach

Which of the features mentioned above is/are the key features of revised market risk framework?


I and II

II and III

I, II and III

I, III and IV

I, II, III and IV


Yanıt Açıklaması:
  1. Boundray between the banking book and trading book
  2. Use and validation of banks’ internal models
  3. Risk measurement under the internal models approach
  4. Risk measurement under the standardised approach

All features mentioned above are the key features of revised market risk framework.

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