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　　1.For banks that use the advanced internal ratings-based (advanced IRB) approach to credit risk, the primary inputs to the capital calculations are:
　　A. Credit assessments of external rating agencies.
　　B. The banks' internal assessments ofkey risk drivers.
　　C. Mandated by bank supervisors.
　　D. Interest rates.
　　2.The cumulative probability of default for a note over tvvo years is 3.8%. If the probability of default during the first year is 1.5%, the probability of default during the second year is closest to:
　　A. 2.96%
　　B. 2.34%
　　C. 3.17%
　　D. 3.28%
　　3.Pillar III of the Basel II accord includes all ofthe following requirements for internationally active banks except:
　　A. A formal disclosure policy should be established, and supported by a bank's board of directors.
　　B. Banks should operate above minimum regulatory capital ratios.
　　C. Financial statements that fairly retlect financial condition should be Pllblished reglllarly.
　　D. There should be specific remedial actions in the event of nondisclosure.
　　Answer:
　　1.B
　　Under the advanced IRB approach, the bank uses its own intβmal measures of credit risk and
　　exposure in capital calculations
　　2.B
　　The cumulative probability of default is equal to one minus the probabiJity of surviving to the end
　　ofthe period without default:C2 =1-(1-p1)(1-P2)0.038 = 1-(1-0.015)(1-P2)=> P2 = 0.0234
　　3.B
　　The requirement to operate above minimum regulatory capital ratios is a requirement laid out in Pillar II regarding the interaction of supervisors and internationally active banks. Note that Pillar
　　III relates to market discipline and disclosure.