买期权的风险比卖期权小，我知道。但是题目不是问的用标准法代替内部法的条件吗？
问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
NO.PZ2016072602000055 问题如下 You are analyst Bank AlphYou were given the task to termine whether unr Basel II your bank cuse the stanrzeapproato report options exposure insteof the internmols approach. Whiof the following criteria woulyour bank have to satisfy in orr for it to use the simplifieapproach? The bank writes options, but its options trang is insignificant in relation to its overall business activities. The bank purchases anwrites options anhsignificant option trang. The bank solely purchases options, and its options trang is insignificant in relation to its overall business activities. The bank purchases anwrites options, but its option trang is insignificant. C is correct. A bank cuse the simplifieapproaonly if it purchases options anits option trang is not significant. Otherwise, it is requireto use the intermeate approach. Another wto look the question is thanswer c. contains the weakest contions (i.e., those least likely to leto a large loss). 如题
NO.PZ2016072602000055 问题如下 You are analyst Bank AlphYou were given the task to termine whether unr Basel II your bank cuse the stanrzeapproato report options exposure insteof the internmols approach. Whiof the following criteria woulyour bank have to satisfy in orr for it to use the simplifieapproach? The bank writes options, but its options trang is insignificant in relation to its overall business activities. The bank purchases anwrites options anhsignificant option trang. The bank solely purchases options, and its options trang is insignificant in relation to its overall business activities. The bank purchases anwrites options, but its option trang is insignificant. C is correct. A bank cuse the simplifieapproaonly if it purchases options anits option trang is not significant. Otherwise, it is requireto use the intermeate approach. Another wto look the question is thanswer c. contains the weakest contions (i.e., those least likely to leto a large loss). 如题
NO.PZ2016072602000055 问题如下 You are analyst Bank AlphYou were given the task to termine whether unr Basel II your bank cuse the stanrzeapproato report options exposure insteof the internmols approach. Whiof the following criteria woulyour bank have to satisfy in orr for it to use the simplifieapproach? The bank writes options, but its options trang is insignificant in relation to its overall business activities. The bank purchases anwrites options anhsignificant option trang. The bank solely purchases options, and its options trang is insignificant in relation to its overall business activities. The bank purchases anwrites options, but its option trang is insignificant. C is correct. A bank cuse the simplifieapproaonly if it purchases options anits option trang is not significant. Otherwise, it is requireto use the intermeate approach. Another wto look the question is thanswer c. contains the weakest contions (i.e., those least likely to leto a large loss). 老师A只是short一个期权而且与业务不相关，我看解析的意思用另一种想法就是short option风险高？所以不选？
NO.PZ2016072602000055 You are analyst Bank AlphYou were given the task to termine whether unr Basel II your bank cuse the stanrzeapproato report options exposure insteof the internmols approach. Whiof the following criteria woulyour bank have to satisfy in orr for it to use the simplifieapproach? The bank writes options, but its options trang is insignificant in relation to its overall business activities. The bank purchases anwrites options anhsignificant option trang. The bank solely purchases options, anits options trang is insignificant in relation to its overall business activities. The bank purchases anwrites options, but its option trang is insignificant. C is correct. A bank cuse the simplifieapproaonly if it purchases options anits option trang is not significant. Otherwise, it is requireto use the intermeate approach. Another wto look the question is thanswer contains the weakest contions (i.e., those least likely to leto a large loss). 如题
NO.PZ2016072602000055 You are analyst Bank AlphYou were given the task to termine whether unr Basel II your bank cuse the stanrzeapproato report options exposure insteof the internmols approach. Whiof the following criteria woulyour bank have to satisfy in orr for it to use the simplifieapproach? The bank writes options, but its options trang is insignificant in relation to its overall business activities. The bank purchases anwrites options anhsignificant option trang. The bank solely purchases options, anits options trang is insignificant in relation to its overall business activities. The bank purchases anwrites options, but its option trang is insignificant. C is correct. A bank cuse the simplifieapproaonly if it purchases options anits option trang is not significant. Otherwise, it is requireto use the intermeate approach. Another wto look the question is thanswer contains the weakest contions (i.e., those least likely to leto a large loss). 这一道题A有什么问题
