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Adam助教
2020-10-23 21:17
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同學你好，Generate additional data using Monte Carlo simulation and merge it with the bank’s internal historical data.使用蒙特卡洛模擬來生成數(shù)據(jù)，這是錯誤的，數(shù)據(jù)不夠，就從其他渠道收集就可以了，蒙特卡洛這個技術不是用來解決數(shù)據(jù)不夠的問題的
B.Estimate the parameters of a Poisson distribution to model the loss severity of operational losses.loss severity 用對數(shù)正態(tài)分布建模，不是泊松分布建模，B錯誤
C.Estimate relevant probabilities using loss information that is published by credit rating agencies.評級機構(gòu)的數(shù)據(jù)為信用風險服務的，這里我們是估計操作風險，所以還是不合適的，C錯誤
D.Merge external data from other banks with the bank’s internal data after making appropriate scale adjustments.這個做法可以的，從其他金融機構(gòu)那里獲取數(shù)據(jù)，但是數(shù)據(jù)會經(jīng)過規(guī)模的調(diào)整，沒有問題，答案選D
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