问一道题：NO.PZ2019052001000027

问题如下：

Although the Basel committee allows significant flexiblility in the use of advanced measurement approach (AMA), there are three main requirements. The following statements are the requirements except:

选项：

Banks must use 99.99th percentile events with a one-year time horizon.

Thr measurement of the model should include internal loss data, external loss data, scenario analysis, key risk indecations and self-assessments.

Capital should be used to minimize risks.

Allocate capital in a way that incentivizes good behavior.

解释：

C is correct.

考点：Advanced Measurement Approach

解析：AMA没有在减小风险上有要求。