61. What is the beta factor for corporate finance under Standardised approach of calculation of capital requirement to cover operational risk?
a) 15%
b) 18%
c) 12%
d) none of these
62. What is the beta factor for Asset Management under Standardised approach of calculation of capital requirement to cover operational risk?
a) 15%
b) 18%
c) 12%
d) none of these
63 What is the beta factor for Retail Banking under Standardised approach of calculation of capital requirement to cover operational risk?
a) 15%
b) 18%
c) 12%
d) none of these
64. What is the beta factor for Payment & Settlement under Standardised approach of calculation of capital requirement to cover operational risk?
a) 15%
b) 18%
c) 12%
d) none of these
65. What is the beta factor for Commercial Banking under Standardised approach of calculation of capital requirement to cover operational risk?
a) 15%
b) 18%
c) 12%
d) none of these
66. Under Basic Indicator Approach for assessing capital for operational risk, the fixed percentage is
a) 15%
b) 18%
c) 12%
d) none of these
67. The events on which OR has been classifies mainly comprise of:
i) Internal Fraud
ii) Execution Practices & Process Management
iii) Business disruption & System failures
iv) Damage to physical assets
v) Clients, Products & Business Practices
vi) Employment practices & work place safety
vii) External fraud
a) i), ii), iii) & iv) is true
b) i), ii), iv), v) & vi) is true
c) ii), iv),. v) and vi)
d) All of them
68. OR Policy at the minimum should cover the following:
a) ORM structure, role & responsibilities
b) ORM structure, role & responsibilities, Management process
c) ORM structure, role & responsibilities, Management process, Assessment / measurement methodologies
d) ORM structure, Management process, Assessment / measurement methodologies
69. Under AMA, the recognition of insurance mitigation will be limited to ____ of the total operational risk capital charge calculated under the AMA.
a) 15%
b) 12%
c) 20%
d) None of these
From the following statistics of ABC Bank, assess the Capital Funds required by the Bank as of March 2009, taking into account Basel II compliance. Current Capital Adequacy prescription applicable to Indian Banks is to be considered for calculation.
i) Risk Weighted Assets for Credit Risk estimated at Rs. 90000 crore.
ii) Capital Allocation for Market Risk estimated at Rs. 200 crore.
iii) Basic Indicator Method to be followed for assessment of capital charge for operational risk.
Following data is available Rs. In crore
70. Capital charge for operational risk would be:
a) Rs. 360 crore
b) Rs. 480 crore
c) Rs. 720 crore
d) Rs. 600 crore
Other Parts
Risk Management Part 1
Risk Management Part 2
Risk Management Part 3
Risk Management Part 4
Risk Management Part 5
Risk Management Part 6
Risk Management Part 8
a) 15%
b) 18%
c) 12%
d) none of these
62. What is the beta factor for Asset Management under Standardised approach of calculation of capital requirement to cover operational risk?
a) 15%
b) 18%
c) 12%
d) none of these
63 What is the beta factor for Retail Banking under Standardised approach of calculation of capital requirement to cover operational risk?
a) 15%
b) 18%
c) 12%
d) none of these
64. What is the beta factor for Payment & Settlement under Standardised approach of calculation of capital requirement to cover operational risk?
a) 15%
b) 18%
c) 12%
d) none of these
65. What is the beta factor for Commercial Banking under Standardised approach of calculation of capital requirement to cover operational risk?
a) 15%
b) 18%
c) 12%
d) none of these
66. Under Basic Indicator Approach for assessing capital for operational risk, the fixed percentage is
a) 15%
b) 18%
c) 12%
d) none of these
67. The events on which OR has been classifies mainly comprise of:
i) Internal Fraud
ii) Execution Practices & Process Management
iii) Business disruption & System failures
iv) Damage to physical assets
v) Clients, Products & Business Practices
vi) Employment practices & work place safety
vii) External fraud
a) i), ii), iii) & iv) is true
b) i), ii), iv), v) & vi) is true
c) ii), iv),. v) and vi)
d) All of them
68. OR Policy at the minimum should cover the following:
a) ORM structure, role & responsibilities
b) ORM structure, role & responsibilities, Management process
c) ORM structure, role & responsibilities, Management process, Assessment / measurement methodologies
d) ORM structure, Management process, Assessment / measurement methodologies
69. Under AMA, the recognition of insurance mitigation will be limited to ____ of the total operational risk capital charge calculated under the AMA.
a) 15%
b) 12%
c) 20%
d) None of these
From the following statistics of ABC Bank, assess the Capital Funds required by the Bank as of March 2009, taking into account Basel II compliance. Current Capital Adequacy prescription applicable to Indian Banks is to be considered for calculation.
i) Risk Weighted Assets for Credit Risk estimated at Rs. 90000 crore.
ii) Capital Allocation for Market Risk estimated at Rs. 200 crore.
iii) Basic Indicator Method to be followed for assessment of capital charge for operational risk.
Following data is available Rs. In crore
Year
|
31.03.2006
|
31.03.2007
|
31.03.2008
|
Gross
Income
|
3000.00
|
4000.00
|
5000.00
|
70. Capital charge for operational risk would be:
a) Rs. 360 crore
b) Rs. 480 crore
c) Rs. 720 crore
d) Rs. 600 crore
Other Parts
Risk Management Part 1
Risk Management Part 2
Risk Management Part 3
Risk Management Part 4
Risk Management Part 5
Risk Management Part 6
Risk Management Part 8
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Risk Management
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