FRM二級(jí)每日一題 【操作風(fēng)險(xiǎn)管理與測(cè)量】
　　The chief Risk Officer of your bank has put you in charge of operational risk management. As a first step, you collect internal data to estimate the frequency and severity of operational-risk-related losses. The table below summarizes your findings:
　　Frequency Distribution
　　Severity Distribution
　　Probability
　　Frequency
　　Probability
　　Severity
　　0.6
　　0
　　0.5
　　USD 1,000
　　0.3
　　1
　　0.4
　　USD 100,000
　　0.1
　　2
　　0.1
　　USD 1,000,000
　　Based on this information, what is your estimate of the expected loss due to operational risk?
　　A.     USD 20,000
　　B.     USD 70,250
　　C.     USD 130,600
　　D.     USD 140,500
　　Answer: B