题目
Jennifer Durant is evaluating the existing risk management system of Silverman Asset Management. She is asked to match the following events to the corresponding type of risk. Identify each numbered event as a market risk, credit risk, operational risk, or legal risk event. Event: 1. Insufficient training leads to misuse of order management system. 2. Credit spreads widen following recent bankruptcies. 3. Option writer does not have the resources required to honor a contract. 4. Credit swaps with counterparty cannot be netted because they originated in multiple jurisdictions.
选项
A.1: legal risk, 2: credit risk, 3: operational risk, 4: credit risk
B.1: operational risk, 2: credit risk, 3: operational risk, 4: legal risk
C.1: operational risk, 2: market risk, 3: credit risk, 4: legal risk
D.1: operational risk, 2: market risk, 3: operational risk, 4: legal risk
答案
C
解析
Insufficient training lead to misuse of order management system is an example of operational risk.Widening of credit spreads represents an increase in market risk. An option writer not honoring the obligation in a contract is a credit risk event. When a contract is originated in multiple jurisdictions leading to problems with enforceability, there is legal risk.由于人的操作带来的风险是典型的操作风险。市场上企业纷纷倒闭导致整体经济环境恶化，这是市场风险而不是信用风险。期权的卖方没有足够的资产去履行义务而违约属于信用风险。由于法律限制而产生的风险属于法律风险。