问题如下图：为什么不可以选c呀，additional risk不是指margin吗
选项：
A. 
B. 
C. 
解释：
Wendy_品职助教 · 2019年05月14日
要认真读题，题目说的是 The bank has adopted a new risk policy, which requires forward-looking risk assessments in addition to the measures that look at historical risk characteristics. Management has also become very focused on tail risk since the subprime crisis and is evaluating the bank’s capital allocation to certain higher-risk lines of business. Gorver must determine what additional risk metrics to include in his risk reporting to address the new policy. He asks Abell to draft a section of the risk report that will address the risk measures’ adequacy for capital allocation decisions.
题目说的不是additional risk呀，题目说的是what additional risk metrics 增加哪些风险衡量指标。
要找的风险衡量指标需要满足两个要求：一是forward-looking risk assessments，二是focus on tail risk。
A选项：conditional VaR关注尾部风险；stress test和scenario analysis都是forward-looking的方法，因为可以假设未来发生的情况进行压力测试或者情节分析。
B选项：Monte Carlo VaR和stress test是forward-looking的方法，但是incremental VaR没有关注尾部风险，错。
C选项：scenario analysis是forward-looking的方法，但是parametic VaR主要是使用历史数据，同样marginal VaR没有关注尾部风险，错。
NO.PZ201702190100000104 不考虑其他两个metrics单独看这句话，对应marginvar有错么？
Monte Carlo VaR, incrementVaR, anstress test Parametric VaR, marginVaR, anscenario analysis A is correct. The bank polirequires the aition of forwarlooking risk assessments, anmanagement is focuseon tail risk. ContionVmeasures tail risk, anstress tests anscenario analysis subjecurrent portfolio holngs to historicor hypotheticstress events. 考点VaR与其它风险衡量指标，概念的对比。 解析要找的风险衡量指标需要满足两个要求一是forwarlooking risk assessments，二是focus on tail risk。 AcontionVaR关注尾部风险；stress test和scenario analysis都是forwarlooking的方法，因为可以假设未来发生的情况进行压力测试或者情节分析。 BMonte Carlo VaR和stress test是forwarlooking的方法，但是incrementVaR没有关注尾部风险，错。 Cscenario analysis是forwarlooking的方法，但是parametic VaR主要是使用历史数据，同样marginVaR没有关注尾部风险，错。 B中Monte Carlo VaR是 forwarlooking的方法，stress test关注尾部风险，INCREMENTVAR，增量var不是有助于evaluating the bank’s capitallocation to certain higher-risk lines of business嘛，感觉B更优啊？请老师帮忙看看，谢谢
老师，文中提到s evaluating the bank’s capitallocation to certain higher-risk lines of business，不能选INCREMENTVAR吗，因为有头寸的概念
Bstress test也是关注了尾部风险，是不是B也可以选？
请问老师题目中也说到要look historicrisk characteristics，那用parametric VAR也可以啊？谢谢