题目
Borough Corporation has selected a single risk metric to target in its risk management process. Steve Roland, FRM, and Bill Pound, FRM, are discussing the implications of the choice. Roland says that having a single quantifiable risk metric is generally accepted as necessary in risk management. Pound says that the metric should be augmented with scenario analysis to account for crises and the human element of the market. With respect to these statements:
选项
A.Both Roland and Pound are incorrect.
B.Both Pound and Roland are correct.
C.Roland is correct and Pound is incorrect.
D.Pound is correct and Roland is incorrect.
答案
B
解析
Having a single, quantifiable metric is generally required as a guideline to indicate when risk should be increased or decreased. There are many possible shortcomings, however, such as the measure not incorporating the human element of the market. Scenario analysis can improve the process by attempting to account for human activity such as predatory trading and including the possibility and consequences of extreme events.通常需要使用一个单一的，可量化的指标作为指示何时应该增加或减少风险的准则。 但是，存在许多可能的缺点，例如该措施未纳入市场的人为因素。 场景分析可以通过尝试考虑人类活动（例如掠夺性交易）并包括极端事件的可能性和后果来改善流程。