问题如下图:
选项:
A.
B.
C.
D.
解释:
老师好,请问这是哪个知识点?是实证检验结果还是有公式原理啊
NO.PZ2016072602000030 问题如下 Large banks typically allocate risk capital for cret, operational, anmarket/ALM risks. Whiof the following statements ranks the typicamount of risk capitallocateto these fferent risks correctly? Market/ALM risk requires more risk capitthcret risk. Cret risk requires more risk capital thmarket/ALM risk, whirequires more risk capitthoperationrisk. Market/ALM risk requires more risk capitthoperationrisk but less thcret risk. Cret risk requires more risk capital thoperationrisk, whirequires more risk capitthmarket/ALM risk. is correct. For most globbanks, the orr of importanis, first, cret risk, then operationrisk, then market/ALM risk. Also, answers anare the same. 不是cret 和operation一样多吗?
Large banks typically allocate risk capitfor cret, operational, anmarket/ALM risks. Whiof the following statements ranks the typicamount of risk capitallocateto these fferent risks correctly? Market/ALM risk requires more risk capitthcret risk. Cret risk requires more risk capitthmarket/ALM risk, whirequires more risk capitthoperationrisk. Market/ALM risk requires more risk capitthoperationrisk but less thcret risk. Cret risk requires more risk capitthoperationrisk, whirequires more risk capitthmarket/ALM risk. is correct. For most globbanks, the orr of importanis, first, cret risk, then operationrisk, then market/ALM risk. Also, answers anare the same. 他这里只的Cret Risk比OperationRisk的Capital多是哪方面的多,因为他们两个都是1年99.9%的Var并且OperationCapital还不用减EL。
Cret risk requires more risk capitthmarket/ALM risk, whirequires more risk capitthoperationrisk. Market/ALM risk requires more risk capitthoperationrisk but less thcret risk. Cret risk requires more risk capitthoperationrisk, whirequires more risk capitthmarket/ALM risk. is correct. For most globbanks, the orr of importanis, first, cret risk, then operationrisk, then market/ALM risk. Also, answers anare the same. 感觉b c 述的是同一个意思,cret risk 的capital最多
老师您好,请问ALM risk是什么?在讲义的哪个部分有关于ALM risk的介绍?