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The current regulatory system encourages more risk-taking when times are goo There is not enough focus on a compartmentalizeapproato risk assessment. There is not a feealoop via the pricing of risk. Institutions have a tennto buy more risky assets when prices of assets are rising.为啥不选c呢?basel主要测量的是各个业务线风险加总
经济好的时候不是会减少capital么?这不是一个好事儿么?
The current regulatory system encourages more risk-taking when times are goo There is not enough focus on a compartmentalizeapproato risk assessment. There is not a feealoop via the pricing of risk. Institutions have a tennto buy more risky assets when prices of assets are rising. 老师好,这部分知识在讲义的哪个地方啊?
basel III不是已经启用countercycliccapital来解决b这个问题了吗?
老师好,总觉得b的意思是鼓励银行在经济好的时候冒险经营,而巴塞尔有逆周期buffer,这样想是不是也行?另外求感谢