NO.PZ2020021002000025
问题如下:
ES is
选项:
A.a statistical measure designed to quantify the mean risk in the tail of the distribution beyond the cut-off of the VaR measure.
the case where RAROC fails to be greater than a hurdle rate.
解释:
A is correct.
a statistical measure designed to quantify the mean risk in the tail of the distribution beyond the cut-off of the VaR measure.
请问选项B是指什么