NO.PZ2023040501000101
问题如下:
Focusing on N-bank and T-bank, Paulinic prepares the following data.
Based only on Exhibit 3, Paulinic should conclude that: (curriculum)
选项:
A.
trading activities are riskier at T-bank than N-bank.
B.
trading revenue per unit of risk has improved more at N-bank than T-bank.
C.
compared with duration, the metric used is a better measure of interest rate risk.
解释:
Trading revenue per unit of risk can be represented by the ratio of annual trading revenue to average daily trading value at risk (VaR) and represents a measure of reward-to-risk. The trading revenue per unit of risk improved at N-bank (from 134× to 160×) between 2016 and 2017, and there was no change at T-bank (80×). VaR can be used for gauging trends in intra-company risk taking.
A怎么不对?一个最小损失21,一个最小损失11,21的不比11的风险大?