问题如下:
Capital is used to protect the bank from which of the following risks?
选项: Risks with an extreme financial impact
High-frequency, low-loss events
C.Low-frequency risks with significant financial impact
D.High-frequency uncorrelated events
解释:
C is correct. Capital is supposed to absorb risks that have significant financial impact on the firm. Risks with extreme financial impact, such as systemic risk, cannot be absorbed by capital alone, so answer a. is wrong. Low-loss events are unimportant, so b. is wrong. Uncorrelated events tend to diversify, so d. is wrong.
为什么不是a呢