问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
老师你好，巴2.5沿用了巴1中 市场风险的99% VAR，而题干提问是这样的change，审题的时候我首先就排除C选项了。
这里该怎么理解呢，谢谢。
NO.PZ2019070901000096 问题如下 The Basel market risk capitcalculation hchangefrom Basel I, Basel II.5 to the FunmentReview of the Trang Book (FRTB). Whiof the following correctly scrithe change? A.Accorng to FRTthe expecteshortfall shoulcalculatewith a 99% confininterval. B.Unr this FRTB proposal, banks woulrequireto combine a 10-y, 99% Vwith a 250-y stresseV C.A 99% value a risk(VaR) is usea measure for market risk in the Basel I anBasel II.5. The stresseVwfirst aein Basel II.5, whimeasures the behavior of market variables ring a 10-y perioof stressemarket contions. C is correct. 考点Basel I, Basel II.5和FRTB中的市场风险解析Basel I和Basel II.5中的VaR都是99%的置信度，C正确。FRTB中的expecteshortfall的置信度为97.5%，A错误。根据FRTB，银行仅仅应该计算expecteshortfall，B错误。Basel II.5中增加了stresseVaR，但应该在250天的市场极端情况下计算，因此误。 如标题
NO.PZ2019070901000096 问题如下 The Basel market risk capitcalculation hchangefrom Basel I, Basel II.5 to the FunmentReview of the Trang Book (FRTB). Whiof the following correctly scrithe change? A.Accorng to FRTthe expecteshortfall shoulcalculatewith a 99% confininterval. B.Unr this FRTB proposal, banks woulrequireto combine a 10-y, 99% Vwith a 250-y stresseV C.A 99% value a risk(VaR) is usea measure for market risk in the Basel I anBasel II.5. The stresseVwfirst aein Basel II.5, whimeasures the behavior of market variables ring a 10-y perioof stressemarket contions. C is correct. 考点Basel I, Basel II.5和FRTB中的市场风险解析Basel I和Basel II.5中的VaR都是99%的置信度，C正确。FRTB中的expecteshortfall的置信度为97.5%，A错误。根据FRTB，银行仅仅应该计算expecteshortfall，B错误。Basel II.5中增加了stresseVaR，但应该在250天的市场极端情况下计算，因此误。 因为SVaR是II.5要求的 而不是funmentreview要求的吗
NO.PZ2019070901000096 问题如下 The Basel market risk capitcalculation hchangefrom Basel I, Basel II.5 to the FunmentReview of the Trang Book (FRTB). Whiof the following correctly scrithe change? A.Accorng to FRTthe expecteshortfall shoulcalculatewith a 99% confininterval. B.Unr this FRTB proposal, banks woulrequireto combine a 10-y, 99% Vwith a 250-y stresseV C.A 99% value a risk(VaR) is usea measure for market risk in the Basel I anBasel II.5. The stresseVwfirst aein Basel II.5, whimeasures the behavior of market variables ring a 10-y perioof stressemarket contions. C is correct. 考点Basel I, Basel II.5和FRTB中的市场风险解析Basel I和Basel II.5中的VaR都是99%的置信度，C正确。FRTB中的expecteshortfall的置信度为97.5%，A错误。根据FRTB，银行仅仅应该计算expecteshortfall，B错误。Basel II.5中增加了stresseVaR，但应该在250天的市场极端情况下计算，因此误。 老师我想问一下，basel1里面不就是rw嘛，怎么会用到VaR的。C这个是啥意思
NO.PZ2019070901000096 问题如下 The Basel market risk capitcalculation hchangefrom Basel I, Basel II.5 to the FunmentReview of the Trang Book (FRTB). Whiof the following correctly scrithe change? A.Accorng to FRTthe expecteshortfall shoulcalculatewith a 99% confininterval. B.Unr this FRTB proposal, banks woulrequireto combine a 10-y, 99% Vwith a 250-y stresseV C.A 99% value a risk(VaR) is usea measure for market risk in the Basel I anBasel II.5. The stresseVwfirst aein Basel II.5, whimeasures the behavior of market variables ring a 10-y perioof stressemarket contions. C is correct. 考点Basel I, Basel II.5和FRTB中的市场风险解析Basel I和Basel II.5中的VaR都是99%的置信度，C正确。FRTB中的expecteshortfall的置信度为97.5%，A错误。根据FRTB，银行仅仅应该计算expecteshortfall，B错误。Basel II.5中增加了stresseVaR，但应该在250天的市场极端情况下计算，因此误。 老师basel 2.5 应该考虑过去60天的stress var吧？
NO.PZ2019070901000096 问题如下 The Basel market risk capitcalculation hchangefrom Basel I, Basel II.5 to the FunmentReview of the Trang Book (FRTB). Whiof the following correctly scrithe change? A.Accorng to FRTthe expecteshortfall shoulcalculatewith a 99% confininterval. B.Unr this FRTB proposal, banks woulrequireto combine a 10-y, 99% Vwith a 250-y stresseV C.A 99% value a risk(VaR) is usea measure for market risk in the Basel I anBasel II.5. The stresseVwfirst aein Basel II.5, whimeasures the behavior of market variables ring a 10-y perioof stressemarket contions. C is correct. 考点Basel I, Basel II.5和FRTB中的市场风险解析Basel I和Basel II.5中的VaR都是99%的置信度，C正确。FRTB中的expecteshortfall的置信度为97.5%，A错误。根据FRTB，银行仅仅应该计算expecteshortfall，B错误。Basel II.5中增加了stresseVaR，但应该在250天的市场极端情况下计算，因此误。 何理解？用250天压力环境下的数据算10天的VaR才对？
