在備考FRM考試中，考生一定要做大量的真題，尤其是近幾年的真題，這對于備考是很有必要的。那么，哪里有FRM例題解析呢？

下面是小編為大家列舉的相關真題解析，如果想要獲得更多的FRM真題解析，可以聯系在線客服哦！

Which of the following is an example of an operational risk loss by FirmA?

A) After a surprise announcement by the central bank that interest rates would increase, bond prices fall, and FirmA incurs a significant loss on its bond portfolio.

B) The data capture system of Firm Afails to capture the correct market rates causing derivative trades to be done at incorrect prices, leading to significant losses.

C) As a result of an increase in commodity prices, the share price of a company that Firm Ainvested in falls significantly causing major investment losses.

D) Acounterparty of Firm Afails to settle their debt to Firm A, and in doing this, they are in breach of a legal agreement to pay for services rendered.

答案：B

解析：systems failure or incorrect systems caused the problem. The losses are directly due to an operational risk exposure, (A) and (C), an increase in interest rates and the fall in the value of an investment, are both examples of market risk exposure, (D), failure to repay debt, is an example of credit risk exposure.

According to Basel Accord，operational risk is:

I. All the risks that are not currently captured under Market and Credit Risk.

II. The potential for losses due to a failure in the operational processes or in the systems that support them.

III. The risk of losses due to a failure in people, process, technology(system) or due to external events.

A) III only

B) II only

C) II and III only

D) I, II, and III

答案：A

解析：The Basel Committee on Banking Supervision defines operational risk as "the risk of loss resulting from inadequate or failed internal processes,people and systems or from external events." The committee states that the definition excludes strategic and reputational risks but includes legal risks.

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