C - for Basel 3 operation risk, do we still have BIA? Isn’t it replaced by Sma?
Q63 a assume correlation =1 and no diversification benefit. How ever when we measure market risk charge on standard approach for Basel one , we assumed correlation =0 for each asset type With no diversification, why is that?
押題33:老師好, 這里C選項loan to financial entities 不會分母產(chǎn)生影響嗎?
百題第69題為什么兩個點都是對的還是不理解
So can u fully explain question 92 answer here in Chinese
請老師詳細解答,謝謝!
第5點是credit risk 的一種嗎?
Gaming 是什麼意思在這裏?
老師好,76題的C選項參照如截圖講義中的說法,為什么不正確呢?
gross income什么意思
請問LDA模型中,損失嚴重度和頻率,分別是什么分布?
這題是TPRM嗎
model risk no upward and downward component是什么意思
???-42, B 選項,事前的規(guī)則和事后的負債,這個怎么理解?
百題45的題目來源是哪里?如果IV原版書也沒提到,是不是不應該選?
程寶問答