在备考FRM考试的冲刺阶段，考生一定要做大量的真题练习，下文是小编列举的相关真题解析，希望对备考的你有所帮助！

Under Basel II, if a bank uses the internal ratings-based (IRB) foundation approach for the calculation of credit risk, the bank uses:

》》》2022年新版FRM一二级内部资料免·费领取！【精华版】

点击领取

A) Internal estimates of default probabilities and external estimates for other model inputs.

B) Internal estimates of default probabilities and internal estimates for other model inputs.

C) External estimates of default probabilities and external estimates for other model inputs.

D) External estimates of default probabilities and internal estimates for other model inputs.

答案：A

解析：Under the IRB foundation approach the bank uses internal estimates of default probabilities and external estimates for other model inputs. Under the IRB advanced approach the bank would use internal estimates for all inputs. Under the standardized approach all inputs are external estimates.

Which of the following is not a methodology allowed by Basel II accord for measuring Credit Risk?

A) Measure credit risk in a standardized manner, supported by external credit assessments.

B) Amethodology, which is subject to the explicit approval of the banks. A supervisor would allow banks to use their internal rating systems for credit risk.

C) Use external ratings for certain assets and use internal ratings for the rest of the assets.

D) None of the above.

答案：C

解析：A. Incorrect. As it is a method allowed by Basel II for measuring Credit Risk.

B. Incorrect. As it is a method allowed by Basel II for measuring Credit Risk.

C. Correct.As Basel II committee does not allow cherry picking.

D. Incorrect.As C iscorrect.扫码参与

如果想要获得更多关于FRM考试的真题解析，点击在线咨询或者添加融跃老师微信（rongyuejiaoyu）！