duration mapping为啥比CF mapping 有更少的风险因子捏

问题如下：

Mapping refers to the assignment of risk factors to positions, and mapping choices can significantly influence VaR results. Compared with the cash flow mapping, duration mapping has the advantage that:

选项：

Users can accurately map each amount of cash flow.

Computational accuracy is much higher and more reliable than cash flow mapping

Because the calculation accuracy is relatively high, it is also relatively time consuming.

uses fewer risk factors, thus reducing data errors and model risk, but the accuracy of the estimate is relatively a bit lower.

解释：

D is correct.

考点：Duration mapping & Cash flow mapping

解析： Duration mapping 相比于Cash flow mapping 需要更少的风险因子。所以它的计算量更小，成本更低，模型风险也相应地更低。