FRM真題練習對于備考的考生來說是非常重要的，尤其是在備考的沖刺階段。考生一定要做大量的練習，特別是近幾年的FRM真題。不僅可以幫助考生鞏固知識，也能幫助考生查漏補缺。下文是小編列舉的真題解析，一起了解一下！

In regard to Basel II minimum capital requirements, which of the following is false?

A) Banks can reduce their capital charge, subject to a limit, if they can demonstrate diversification benefit due to imperfect correlation between the major risk buckets: credit, operational and market risk.

B) Pillar Two explicitly encourages national authorities (supervisors) to supplement Pillar One with additional capital requirements at their discretion if they deem appropriate

C) Under the advanced/internal approaches, all three risk categories (credit, market, and operational risk) employ value at risk (VaR) concepts

D) Basel II had no explicit charge for liquidity risk

答案：A【資料下載】點擊下載融躍教育金融專業英語詞匯大全.pdf

解析： False: The capital charges are added (CRC + MRC + ORC); Basel II gives no recognition for potential diversification benefits at this level of analysis.

In regard to (b), (c) and (d), each are true. In regard to (b), please note the “mutually reinforcing” aspect of the framework; and that Pillar One implies only minimum capital requirements.

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