Risk Analytics - Green Belt

14 termsStudBud Administration41 plays

Green-belt quiz

Flashcards14 cardsFPractice quizPHost liveL

Questions 14

Answers

1
In Danske Bank TTC-PD targets must reflect
5 - 10 years experiance
experience from early 90'ies
latest business cycle
latest 2 business cycles
2
Which of the following is not a default indicator?
Customer is 75 days past due
Customer is unlikely to pay
Customers has filed for bankruptcy
Customer facilities have been reconstructed
3
Which country does not treat regional authorities as sovereign?
Sweden
Norway
Denmark
Finland
4
The application process does not support?
Documentt handling
Sales leads
Credit assessment
Data collections
5
Which Relation type is used to identify the "SAME LEGAL PERSON"?
Parent Primary - Consolidation
Parent Subsidiary, Non-controlling
Parent 50% - Limited Consolidation
Co-ordinated
6
What was the development and implementation time for LGD 3.0?
4 years
1 year
3 years
2 years
7
Back book credit systems does not support?
Impairment
Soft Collection
Hard Collection
Monitoring / Pre delinquency
8
What time-dimension is used for LGD for Solvency / REA?
Hybrid
Through The Cycle
Down Turn
Point in Time
9
Where does Danske Bank not have a permanent exemptions from IRB?
Equity
Sovereigns
Financial Institutions
Local authorities
10
How many sub-systems does the Credit System consist of?
26
57
41
37
11
Who set's the IRB regulation?
Basel Committee
DK-FSA / Finanstilsynet
EBA - European Banking Authority
EU Parliament
12
What is the PD floor under the current IRB approach?
0,2%
0,1%
0,05%
0,03%
13
Which og the following is NOT a prerequisites for a successful Data Governance set-up?
Alignment in data extraction methods and aggregation rules
High Data Quality
Clear roles/responsibilities of Business Terms&Golden source
Clear responsibility of Data Quality in the Data Value Chain
14
Which Business Terms are Group Risk Management & Group Finance not the ‘Definition Owners’ of
Residential Country
Postal Codes
Business Codes
Customer Groups

Risk Analytics - Green Belt Flashcards | StudBud

Risk Analytics - Green Belt

14 termsStudBud Administration41 plays

Green-belt quiz

Flashcards14 cardsFPractice quizPHost liveL

Questions 14

Answers

1
In Danske Bank TTC-PD targets must reflect
5 - 10 years experiance
experience from early 90'ies
latest business cycle
latest 2 business cycles
2
Which of the following is not a default indicator?
Customer is 75 days past due
Customer is unlikely to pay
Customers has filed for bankruptcy
Customer facilities have been reconstructed
3
Which country does not treat regional authorities as sovereign?
Sweden
Norway
Denmark
Finland
4
The application process does not support?
Documentt handling
Sales leads
Credit assessment
Data collections
5
Which Relation type is used to identify the "SAME LEGAL PERSON"?
Parent Primary - Consolidation
Parent Subsidiary, Non-controlling
Parent 50% - Limited Consolidation
Co-ordinated
6
What was the development and implementation time for LGD 3.0?
4 years
1 year
3 years
2 years
7
Back book credit systems does not support?
Impairment
Soft Collection
Hard Collection
Monitoring / Pre delinquency
8
What time-dimension is used for LGD for Solvency / REA?
Hybrid
Through The Cycle
Down Turn
Point in Time
9
Where does Danske Bank not have a permanent exemptions from IRB?
Equity
Sovereigns
Financial Institutions
Local authorities
10
How many sub-systems does the Credit System consist of?
26
57
41
37
11
Who set's the IRB regulation?
Basel Committee
DK-FSA / Finanstilsynet
EBA - European Banking Authority
EU Parliament
12
What is the PD floor under the current IRB approach?
0,2%
0,1%
0,05%
0,03%
13
Which og the following is NOT a prerequisites for a successful Data Governance set-up?
Alignment in data extraction methods and aggregation rules
High Data Quality
Clear roles/responsibilities of Business Terms&Golden source
Clear responsibility of Data Quality in the Data Value Chain
14
Which Business Terms are Group Risk Management & Group Finance not the ‘Definition Owners’ of
Residential Country
Postal Codes
Business Codes
Customer Groups