NO.PZ2020011303000150
问题如下:
In the last ten years, a bank has had losses (in millions of euros) of 4, 6, 12, 50, 70, 140, and 280. What is the bank’s loss component under the SMA?
选项:
解释:
In millions of euros, total losses for ten years are 562, losses greater than ten are 552, and losses greater than 100 are 420. The loss component is
7×56.2 + 7×55.2 + 5×42.0 = 989.8
为什么变成了989.8m?