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ganopy · 2020年03月07日

问一道题:NO.PZ2016072602000009

问题如下:

Capital is used to protect the bank from which of the following risks?

选项:

A.

Risks with an extreme financial impact

B.

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

1 个答案
已采纳答案

小刘_品职助教 · 2020年03月08日

同学你好,

这道题你可以这么理解,极端的金融市场风险是极端情况下出现的,没有足够的数据,无法仅仅使用资本就可以cover住,因为你不知道该准备多少capital去cover他。