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.
为啥不选c呢?basel主要测量的是各个业务线风险加总