问题如下:
The Basel Committee has established four categories of causes for exceptions. Which of the following does not apply to one of those categories?
选项:
A.Small sample.
B.Intraday trading activity.
C.Model accuracy needs improvement.
D.The basic integrity of the model is lacking.
解释:
Causes include the following: bad luck, intraday trading activity, model accuracy needs improvement, and the basic integrity of the model is lacking.
intraday trading activity是指的日内交易,不过这个日内交易和这个模型是否靠合格有啥关系啊?