问题如下:
选项:
A.Procyclicality is a concern, and no countercyclical buffer is provided
B.It does not consider diversification effects among risk classes
C.Level 1 diversification benefits are not acknowledged
D.There are no detailed disclosure requirements for risk management policies concerning credit risk
解释:
B is correct.
考点:Compare Basel II/III with Solvency II
解析:Basel II/III忽略了风险类别之间的分散化效果,它只考虑一个风险类别内容的分散化。
麻烦解释一下选项c,level I 分散是什么没印象了。