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十六岁的烟火 · 2018年09月25日

问一道题:NO.PZ2016072602000050 [ FRM II ]

关于答案D,信用风险高级计量法不是允许银行自己算所有参数吗?

此题是说内部模型法应该是用于市场风险吗?问题如下图:

选项:

A.

B.

C.

D.

解释:

1 个答案
已采纳答案

orange品职答疑助手 · 2018年09月26日

同学你好,你后半句说的是对的,信用分析的高级计量法不叫internal models approrach,这是计量市场风险的

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