是所有類的風(fēng)險都有基本法么？怎么印象中只有信用的才有
r（ce）或者r(pe)到底是cost還是yield??？畢竟買一股的成本跟從一股拿到的收益還是不一樣的啊
這題我的公式是(1.3-0.3+0.1-0.5-EL)/5=0.14，是我分母漏了哪一項嗎？
AMA法中建模損失頻率和嚴重程度的分布分別都有什么呀，能否總結(jié)一下
請問老師這個解析什么意思：A is incorrect. Operational risks typically have a low correlation with other market risk variables so assuming a zero correlation is conservative and an acceptable practice (see p. 276). “Most BHCs were not able to find meaningful correlation between macroeconomic variables and operational-risk loss severity”. Banks can provide correlation estimates between OpRisk and market risk variables with a proper defense, but assuming that op risk and market risk variables are strongly correlated is a cause for concern.
這道題到b選項，信用風(fēng)險在用內(nèi)部模型法的時候是不是也考慮相關(guān)系數(shù)了？這也是不是也考慮了分散化啊
請問老師D選項解析什么意思. The controls are assumed to be independent, and given this structure in which multiple controls must fail for an operational loss to occur, the probability of both smaller and larger losses is likely to decrease after the model is implemented.
老師你好，請問教材補充版77頁的這道題為什么選D呢？
標(biāo)紅的這句話如何理解？
d為什么不對呢？
以前多考ILM的計算嗎？題目會給出ILM吧
如果用巴塞爾這個要求算出來的就是一個機構(gòu)所有類型的總的UL，那我們在科目里學(xué)的比如算信用UL，市場UL又是干嘛的呢？
CEA是怎么算的呢，凈額結(jié)算為什么會減小CEA
請問老師解析是什么意思？Experience shows that a two-level information-sharing structure through which information would be first shared on the interpersonal level with a closer group and then be exchanged at the company level with a broader group of banks helps build trust into the system.
三道防線 不就是Basel 1已經(jīng)出現(xiàn)了嗎？ 為何題目說巴三呢？
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