胡同學(xué)
2023-01-24 06:2410.8怎么算出來的
Although the yellow zone is broad, an accurate model could produce five or more exceptions 10.8% of the time at the 99% confidence level. So even if a bank has an accurate model, it is subject to punishment 10.8% of the time (using the required 99% confidence level). 書上有段話是這樣的，想問一下這個10.8%是怎么算出來的
所屬：FRM Part II > Market Risk Measurement and Management 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Crystal助教
2023-01-29 15:43
該回答已被題主采納
這是個例子吧，例子中的數(shù)據(jù)有時是有根據(jù)的，有時是沒有根據(jù)的。
或者上下文還有一些和這個例子有關(guān)的數(shù)據(jù)嗎。
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