Based on Exhibit 2, Smith and Johansson should conclude that over the past
three years, ABC Bank’s:
A liquidity position has declined.
B capital adequacy has improved.
C sensitivity to market risk has improved.
表格显示银行的var金额在下降,为何还选择c对市场风险的敏感程度在提高?我理解是敏感程度相当于贝塔,数值越高,市场风险越大。