问题如下:
Which of the following statements is considered to be a drawback of the current Basel framework for risk measurement?
选项:
A.Risk measurement focuses exclusively on VaR analysis.
B.The current regulatory system encourages more risk-taking when times are good.
C.There is not enough focus on a compartmentalized approach to risk assessment.
D.There is not a feedback loop via the pricing of risk.
解释:
Institutions have a tendency to buy more risky assets when prices of assets are rising.
经济好的时候不是会减少capital么?这不是一个好事儿么?