【FRM每日一题】二级：巴塞尔协议（4）
备考FRM二级 | 2015-09-09
In the Basel II Standardized Approach for operational risk, the beta factor serves as a proxy for the industry-wide relationship between the operational risk loss experience for a given business line and the aggregate level of gross income for that business line. Which of the following lines has the highest beta factor? A.Corporate finance
B.Retail banking
C.Commercial banking
D.Asset management.
Answer: A
According to the following table about the relationship between business line and beta factor,
Business LineBeta Factor
Corporate Finance18%
Trading and sales18%
Retail banking12%
Commercial banking15%
Payment, settlement18%
Agency services15%
Asset management12%
Retail brokerage12%
As a result, the answer is A.>>>FRM五月真题
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