NO.PZ2023091701000155
问题如下:
An operational risk analyst is attempting to analyze a bank’s loss severity distribution. However, historical data on operational risk losses is limited. Which of the following is the best way to address this issue?
选项:
A.Generate additional data using Monte Carlo simulation and merge it with the bank’s operational losses. B.Estimate the parameters of a Poisson distribution to model the loss severity of operational losses. C.Estimate relevant probabilities using expected loss information that is published by credit rating agencies. D.Merge external data from other bankswith the bank’s internal data after making appropriate scale adjustments.解释: