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题目 个人人身保险业务具有投保人之间保额差距比较大、多数业务可以自留等特点,适合( )。 选项 A.成数再保险方式 B.巨灾超赔再保险方式 [...]
题目 寿险核保的工作内容包括( ):①核查风险是否属于保险责任范围;②确定承保条件;③确定采用何种费率;④树立良好的公司形象。 选项 [...]
题目 Given the following ratings transition matrix, calculate the two-period cumulative probability of default for a 'B' credit.「huixue_img/importSubject/1564170389406486528.png」 选项 A.2.0% [...]
题目 Assume you are using a GARCH model to forecast volatility that you use to calculate the one-day VaR. If volatility is mean reverting, what can you say about the t day VaR? 选项 A.It is less [...]
题目 A market risk manager uses historical information on 1,000 days of profit/loss information to calculate a daily VaR at the 99th percentile, of USD 8 million. Loss observations beyond the 99th [...]
题目 Which of the following statements are TRUE? 选项 A.VaR fails to tell us what losses to expect once the VaR threshold is breached. B.VaR gives an estimate of maximum loss at the given [...]
题目 Which of the following is not a true statement about internal credit ratings? 选项 A.The \u201cat-the-point-in-time\u201d approach makes heavy use of econometric modeling that relates [...]
题目 In an attempt to understand country risk, Mary Ann Small, an analyst at Global Funds, examines multiple sources of information to determine the truest measure of risk. She considers sovereign [...]
题目 Monte Carlo simulation and the historical method are two means of calculating VaR. Which of the following describes a disadvantage of the Monte Carlo method compared to the historical method [...]
题目 Which of the following approaches to value at risk (VaR) estimation is the LEAST dependent (if at all) on the historical return series? 选项 A.Parametric B.GARCH(1,1) C.Hybrid of parametric [...]