题目
John Diamond is evaluating the existing risk management system of Rome Asset Management and identified the following two risks. I Rome Asset Management's derivative pricing model consistently undervalues call options. II Swaps with counterparties exceed counterparty credit limit. These two risks are most likely to be classified as:
选项
A.Market risk
B.Credit risk
C.Liquidity risk
D.Operational risk
答案
D
解析
I is a model failure and II is an internal operational failure. These are types of operational risks.I是模型失效，II是内部操作的失败。这些都是操作风险的类型。