问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
这个题的答案 怎么解释呢？为什么买期权并且不重要的时候才能用简化法 这里并不是很理解。讲义上是不是也没有提到？
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
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). internmol approach是衡量市场风险的呀 stanrzeapproach是衡量信用风险 这俩都不是衡量一个东西怎么比较呢？
