NO.PZ2019070901000143
问题如下：
Which
of the following statements would be considered a drawback of Basel II/III?
选项：
A. Procyclicality
is a concern, and no countercyclical buffer is provided
B. It does not consider diversification
effects among risk classes
C. Level 1 diversification benefits are not
acknowledged
D. There are no detailed disclosure
requirements for risk management policies concerning credit risk
解释：
B is correct.
考点：Compare Basel II/III with Solvency II
解析：Basel II/III忽略了风险类别之间的分散化效果，它只考虑一个风险类别内容的分散化。
麻烦老师解释一下D，错在哪里？
