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心心心呀 · 2023年07月26日

老师您好,请问这是哪个知识点里面的内容呀?可以解释一下这道题嘛?谢谢老师

NO.PZ2023030901000003

问题如下:

What is a limitation of aggregate risk classification approaches?

选项:

A.

They are too granular and specific, making it difficult to differentiate among counterparties.

B.

They do not take into account hedging strategies employed by counterparties.

C.

They assume that counterparties belonging to the same geographic areas or the same sector display the same risk characteristics.

D.

They are based on a clearly established empirical link between climate-related information and financial risk parameters.

解释:

Aggregate risk classification approaches face limitations because they assume that counterparties belonging to the same geographic areas or the same sector display the same risk characteristics. In practice, individual counterparties may have different transition and adaptation capabilities, which may not be reflected in an aggregate risk classification approach. Therefore, this approach may not be specific enough to differentiate among counterparties. Option A is incorrect because it is the opposite of what is stated in the text. Option B is not mentioned in the text as a limitation of aggregate risk classification approaches. Option D is also not mentioned in the text; in fact, the text states that there is a lack of a clearly established empirical link between climate-related information and financial risk parameters.

老师您好,请问这是哪个知识点里面的内容呀?可以解释一下这道题嘛?谢谢老师

1 个答案

pzqa27 · 2023年07月26日

嗨,努力学习的PZer你好:


这个题问我们关于aggregate risk classification有哪些挑战,也就是问我们有什么缺点了,这个题选C,

我们之前学了aggregate risk classification,它是根据一些指标来测量某些地区受到的风险有哪些,但是这无法解决每个地区面临风险差异化的问题

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努力的时光都是限量版,加油!