[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"$f_z3wF0I0ggDlZ_WCs6kGoCUi_Fu-I6TWz_r_EpZn7NA":3},{"answer":4,"createTime":5,"id":6,"options":7,"origin":12,"question":19,"related":20,"source":29,"type":40},[],"2026-01-11 10:01:11",309248885,[8,9,10,11],"风险加权资产","表内外资产余额","核心资本净额","一级资本净额",{"count":13,"courseId":14,"courseImg":15,"courseName":16,"workId":17,"workName":18},207,"53e1d2ef4961cca8eea3e23969ad2cb9","https:\u002F\u002Ftihai-oss-cloud.itihey.com\u002Fimg\u002F03a579384a6dc297c89809b582fcc767.png","默认课程","work_49565067","新建作业20260108191851","巴塞尔协议III中,杠杆率的计算基础是",[21,31,41,50,59,68,77,80,89,98],{"answer":22,"createTime":23,"id":24,"options":25,"question":28,"source":29,"type":30},[],"2026-01-06 03:27:12",303860472,[26,27],"正确","错误","粪便嵌塞时可采取人工取便的方式掏出粪块,若粪块过于坚硬,应用力掏出","v1",3,{"answer":32,"createTime":5,"id":33,"options":34,"question":39,"source":29,"type":40},[],309248880,[35,36,37,38],"0.563","0.347","0.053","-0.015","A portfolio manager received a report on his fund's performance. According to the report, the portfolio return was 2.5% with a standard deviation of 21% and a beta of 1.2. The risk -free rate over this period was 3.5%,the semi-standard deviation of the portfolio was 16%,and the tracking error of the fund was 2%. What is the difference between the value of the fund's Sortino ratio (assuming the risk-free rate is the minimum acceptable return) and its Sharpe ratio? ( )",0,{"answer":42,"createTime":5,"id":43,"options":44,"question":49,"source":29,"type":40},[],309248881,[45,46,47,48],"即期利率","远期利率","到期收益率","平价利率","如下哪一个利率不能被作为折现率使用?( )",{"answer":51,"createTime":5,"id":52,"options":53,"question":58,"source":29,"type":40},[],309248882,[54,55,56,57],"识别潜在风险因素","评估风险发生概率","界定风险影响范围","确定风险所属类别","下列哪项不属于金融风险辨识的核心目标",{"answer":60,"createTime":5,"id":61,"options":62,"question":67,"source":29,"type":40},[],309248883,[63,64,65,66],"仅用于评估正常市场环境下的流动性状况","可模拟极端市场条件下的流动性缺口","无法帮助识别潜在的流动性风险点","主要依赖历史数据进行预测","下列关于压力测试在流动性风险管理中作用的描述,正确的是",{"answer":69,"createTime":5,"id":70,"options":71,"question":76,"source":29,"type":40},[],309248884,[72,73,74,75],"It models default probability as a Poisson process","It uses rating transition matrices to estimate credit losses","It assumes constant recovery rates for all assets","It only considers default risk, not credit spread risk","Which of the following statements about CreditMetrics is TRUE",{"answer":78,"createTime":5,"id":6,"options":79,"question":19,"source":29,"type":40},[],[8,9,10,11],{"answer":81,"createTime":5,"id":82,"options":83,"question":88,"source":29,"type":40},[],309248886,[84,85,86,87],"8.62","8.85","9.03","9.21","A bond with a face value of $100, coupon rate of 5% (annual payment), and maturity of 3 years has a yield to maturity of 4%. What is the bond's convexity",{"answer":90,"createTime":5,"id":91,"options":92,"question":97,"source":29,"type":40},[],309248887,[93,94,95,96],"资本结构","风险暴露","资本充足率","股东个人资产状况","巴塞尔协议2要求银行披露的信息不包括( )",{"answer":99,"createTime":5,"id":100,"options":101,"question":106,"source":29,"type":40},[],309248888,[102,103,104,105],"评估投资组合的风险","确定投资组合的收益","设定资本充足率","监控市场风险","以下哪个不是VaR的主要用途?( )"]