NO.PZ2019052001000043
问题如下：
Regarding the calculation of economic capital, which of the following statements is correct ?
I. If the company has almost no operational, credit and settlement risks, then choosing a lower confidence level will reduce the amount of risk capital required.
II. It is advisable to choose a shorter time horizon for RAROC calculations because the risk and return data are more reliable with a short time period.
选项：
A.I only.
B.II only.
C.Both I and II.
D.Neither I nor II.
解释：
B is correct.
考点：economic capital
解析：如果公司几乎没有operational, credit, settlement risk的话，选择较低的置信水平不会降低所需的风险资本金额。 只有在公司存在大量此类风险的情况下，减少置信水平才会更加显著，因为大额损失很少。 在选择RAROC计算的时间范围时，超过一年的风险和回报数据就不是很可靠了。
为什么不适合于长期呢，这个结论是记住了，但是想知道它的道理
