飘同学2022-08-05 00:09:19
老师,市场风险标准法五类,操作风险高级法七类,分别是哪些?
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姚奕2022-08-05 15:41:19
市场风险标准法下,将资本要求按照产品分成五大类:利率、股票、商品、汇率和期权。
操作风险不是高级法下的七类哦,是将损失事件类型分为七大类:
Clients, products, and business practices.
Internal fraud.
External fraud.
Damage to physical assets (DPA).
Execution, delivery, and process management.
Business disruption and system failures (BDSF).
Employment practices and workplace safety (EPWS).
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