问一道题：NO.PZ2016072602000008 [ FRM II ]-有问必答-品职教育专注CFA ESG FRM CPA 考研等财经培训课程

NO.PZ2016072602000008问题如下 Suppose you are given the following information about the operationrisk losses your bank. Whis the estimate of the Vthe 95 % confinlevel, inclung expecteloss (EL)? US100,000 US101,000 US200,000 US110,000 A is correct. Because Vshoulinclu EL, there is no neeto compute EL separately. The table shows ththe smallest loss suththe cumulative probability is 95% or more is $100,000. 一般情况下算OR的VaR是不算EL的，但是这个题里面说了要包括EL，为什么不减去？

2022-07-24 20:15 1 · 回答

NO.PZ2016072602000008问题如下 Suppose you are given the following information about the operationrisk losses your bank. Whis the estimate of the Vthe 95 % confinlevel, inclung expecteloss (EL)? US100,000 US101,000 US200,000 US110,000 A is correct. Because Vshoulinclu EL, there is no neeto compute EL separately. The table shows ththe smallest loss suththe cumulative probability is 95% or more is $100,000. 倒数第二排*2不合理

2022-04-07 12:14 1 · 回答

US101,000 US200,000 US110,000 A is correct. Because Vshoulinclu EL, there is no neeto compute EL separately. The table shows ththe smallest loss suththe cumulative probability is 95% or more is $100,000. 请问为什么发生20万损失的时候，计算概率不用乘以2，而110000时要乘以2呢

2021-07-12 12:12 1 · 回答

老师你好，都说了inclung EL ，咋个不减去呢，难道意思是V包含 el等于几？

2020-10-06 17:33 1 · 回答

请问这里为什么要乘以2？不是已经有乘以发生2次的概率了吗？

2020-05-20 10:03 1 · 回答

问一道题：NO.PZ2016072602000008 [ FRM II ]

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