No.PZ2019052001000043 (选择题)
来源:
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.
求解释，两个选项都不确定
