NO.PZ2016072602000059
问题如下：
Which of the following best describes the quantitative parameters of the 1996 internal models approach?
选项： Ten-day trading horizon, 99%
confidence interval, minimum one year of data, minimum quarterly updates
One-day trading horizon, 95% confidence interval, five years of data, updated weekly
C.One-day trading horizon, 99% confidence interval, minimum one year of data, updated monthly
D.Ten-day trading horizon, 97.5% confidence interval, minimum five years of data, updated daily
解释：
A is correct. The IMA is based on a 10-day horizon, 99% confidence level, one year of data, with at least quarterly updates.
这个是1996年的版本要求季度更新一次
2009年要求每月更新吗？
强化班讲义13页是2009年的版本要求
