<<1234567891011121314151617181920212223242526272829303132333435>> 1. Operational Risk arises from (a) Inadequate or failed internal processes (b) People and systems (c) External events (d) Defaults (e) Market price fluctuations. Which of the following is true?All of themNone of them(a), (b) and (c)(a), (b) and (e)Question 1 of 35 2. The International Convergence of Capital Measurement and Capital Standards recommended for operational risk. (a) Cause based classification (b) Effect based classification (c) Event based classification. Which of the following is true?(a)None of them(c)(b)Question 2 of 35 3. Benefits of an integrated risk framework are (a) To relate capital and reserves more effectively to their actual level of risk exposure. (b) To evaluate pricing decisions and product profitability. (c) In making risk transfer decisions. Which of the following is true?All of themNone of them(a) and (b)(b) and (c)Question 3 of 35 4. Rewards of proper management of operational risks are (a) Lesser risk capital (b) Cost reductions in operations (c) Competitive edge. Which of the following is true?All of themNone of them(a), (b) and (c)(a) and (b)Question 4 of 35 5. Given the following Probability of occurrence = 4, Potential financial impact = 4, Impact of internal controls = 0%. What is the estimated level of operational risk?3204Question 5 of 35 6. What is the beta factor for corporate finance under Standardised approach?15%18%12%None of the aboveQuestion 6 of 35 7. _____________is the process that involves bank's assessment of its operations and activities against already listed menu of potential operational risk weaknesses.Risk and Control Self-AssessmentKey Risk IndicatorsInternal Control Factors.External Control FactorsQuestion 7 of 35 8. What is the Basel Committee's definition of Operational Risk?The risk of loss resulting from inadequate or failed internal processes, people, and systemsThe risk of loss resulting from market fluctuationsThe risk of loss resulting from credit defaultsThe risk of loss resulting from natural disastersQuestion 8 of 35 9. Which of the following is NOT a classification of operational risks based on events according to the Basel Committee?Internal FraudCredit DefaultExternal FraudBusiness Disruption and System FailuresQuestion 9 of 35 10. What are the options provided by Basel III for the measurement of operational risk for capital allocation purposes?The Basic Indicator Approach, The Standardized Approach, and The Advanced Measurement Approaches (AMA)The Basic Measurement Approach, The Standard Measurement Approach, and The Advanced Measurement Approach (AMA)The Simple Indicator Approach, The Standard Approach, and The Advanced Measurement Techniques (AMT)The Basic Indicator Method, The Standardized Method, and The Advanced Risk Assessment (ARA)Question 10 of 35 11. What is the main challenge in operational risk measurement?Predicting market fluctuationsEstimating credit defaultsPredicting human behavior and modeling operational riskAssessing natural disaster risksQuestion 11 of 35 12. What approach is the Basel Committee contemplating to introduce in place of the Advanced Measurement Approaches (AMA)?The Simplified Measurement Approach (SMA)The Simplified Capital Allocation Approach (SCAA)The Standardized Approach (SMA)The Standardized Capital Assessment Approach (SCAA)Question 12 of 35 13. What percentage of the total operational risk capital charge calculated under the Advanced Measurement Approaches (AMA) can be recognized for insurance mitigation?5%10%15%20%Question 13 of 35 14. What does RBI's new standardized approach on operational risk aim to replace?Basic Measurement Approach (BMA)Advanced Measurement Approach (AMA)Simplified Risk Assessment (SRA)Simplified Capital Allocation Approach (SCAA)Question 14 of 35 15. What is the primary component of the operational risk capital requirements under RBI's new standardized approach?External Loss Multiplier (ELM)Operational Risk Indicator (ORI)Business Indicator (BI)Loss Data Multiplier (LDM)Question 15 of 35 16. What is the minimum threshold for including a loss event in the data collection and calculation of average annual losses as per RBI guidelines?Rs. 50,000Rs. 75,000Rs. 100,000Rs. 125,000Question 16 of 35 17. What may RBI require banks to apply if they do not have high-quality operational risk annual loss data?An Internal Loss Multiplier (ILM) of less than oneAn External Loss Multiplier (ELM) of less than oneAn Internal Loss Multiplier (ILM) greater than oneAn External Loss Multiplier (ELM) greater than oneQuestion 17 of 35 18. What is one of the benefits of implementing Integrated Risk Management?Increased risk exposureDecreased transparency for investors and regulatorsEnhanced revenue and earnings growthReduced control over downside risk potentialQuestion 18 of 35 19. What does integrated risk management involve?Managing only credit riskManaging risks associated with specific activitiesManaging risks associated with all activities across the entire organizationManaging risks only related to profitabilityQuestion 19 of 35 20. What does integrated risk management consider in addition to profits or profitability ratios?Market shareRisk levelsEmployee satisfactionCustomer complaintsQuestion 20 of 35 21. What is critical for achieving an optimum surplus in integrated risk management?High-risk activitiesLow capital utilizationManaging aggregate risk levelsIgnoring diversification opportunitiesQuestion 21 of 35 22. What is the Basic Indicator Approach used for?Calculating market riskAssessing credit riskMeasuring operational riskManaging liquidity riskQuestion 22 of 35 23. How is the capital for operational risk calculated under the Basic Indicator Approach?15% of average net profit15% of average gross income over the previous three years15% of total assets15% of average market valueQuestion 23 of 35 24. What is excluded from gross income in the calculation for the Basic Indicator Approach?Provisions for unpaid interestOperating expensesRealized profits from the sale of securitiesAll of the aboveQuestion 24 of 35 25. What is the Standardised Approach (TSA) used for?Assessing market riskMeasuring credit riskEvaluating operational riskManaging liquidity riskQuestion 25 of 35 26. How many business lines are considered under the Standardised Approach (TSA)?SixSevenEightNineQuestion 26 of 35 27. Which business line has the highest risk factor according to the TSA?Retail BankingCorporate FinanceAsset ManagementRetail BrokerageQuestion 27 of 35 28. What is the capital charge for the Retail Banking business line under the TSA?12%15%18%20%Question 28 of 35 29. When did banks have to apply for the Standardised Approach according to RBI's timelines?April 1, 2010September 30, 2010April 1, 2011September 30, 2011Question 29 of 35 30. What is required for a bank to migrate to the Advanced Measurement Approach (AMA)?Approval from shareholdersCompliance with Basel III guidelinesDevelopment of a robust risk management systemReduction in operational costsQuestion 30 of 35 31. How does the Advanced Measurement Approach (AMA) differ from the Basic Indicator Approach (BIA) and the Standardised Approach (TSA)?AMA relies on internal loss data onlyAMA is less risk-sensitive than BIA and TSAAMA is based on gross incomeAMA is more risk-sensitive and uses internal operational risk measurement systemsQuestion 31 of 35 32. Which type of banks is the Advanced Measurement Approach (AMA) more suitable for?Small-sized banksMedium-sized banksBig-sized banksAll banks equallyQuestion 32 of 35 33. What factors are considered in calculating the capital charge under the Advanced Measurement Approach (AMA)?Internal and external loss data onlyInternal loss data, external loss data, and scenario analysisInternal loss data, external loss data, and business environment factors onlyExternal loss data and scenario analysis onlyQuestion 33 of 35 34. Which committee is considering repealing the Advanced Measurement Approach (AMA)?Basel Committee on Banking Supervision (BCBS)International Monetary Fund (IMF)Financial Stability Board (FSB)World Bank Group (WBG)Question 34 of 35 35. Under which approach can insurance provide capital allowance for operational risk mitigation?Basic Indicator Approach (BIA)Standardized Approach (TSA)Advanced Measurement Approach (AMA)Basel III ApproachQuestion 35 of 35 Loading...