金融民工阿聪 · 2021年02月06日
NO.PZ2019052001000047
问题如下：
When validating parameterization and building a joint distribution, Which of the following aggregation methodologies is characterized as great difficult?
选项：
A.Copulas.
B.Simple summation.
C.Full modeling of common risk drivers across all portfolios.
D.Applying a fixed diversification percentage.
解释：
A is correct.
考点：Copulas
解析：Copula有两大难点：（1）参数化具有难度（2）建立联合分布非常困难。
那所以就是要记得，COPULA最麻烦，FULL最精准吗？
NO.PZ2019052001000047 问题如下 When valiting parameterization anbuilng a joint stribution, Whiof the following aggregation methologies is characterizegrefficult? A.Copulas. B.Simple summation. C.Full moling of common risk ivers across all portfolios. Applying a fixeversification percentage. A is correct. 考点Copulas解析Copula有两大难点（1）参数化具有难度（2）建立联合分布非常困难。 这道题为什么不选C，c不是最麻烦的吗
NO.PZ2019052001000047 Simple summation. Full moling of common risk ivers across all portfolios. Applying a fixeversification percentage. A is correct. 考点Copul解析Copula有两大难点（1）参数化具有难度（2）建立联合分布非常困难。C是单因子模型吗？？？？？
C不是最复杂的么？最复杂的应该是最难的吧
