Sean711822 · 2023年04月30日
NO.PZ2020033001000089
问题如下：
Backtesting of actual losses to VaR calculations is required according to the Basel Committee. How many exceptions occur in a 250-day trading period would result in increasing the capital multiplier from three to four?
选项：
A.zero to four
B.four to seven
C.seven to nine
D.ten to more
解释：
D is correct.
考点：Backtesting VaR
解析：
If there is ten or more backtesting violations, capital multiplier need to be increased from three to four.
视频压根没提到这一题的知识点吧，建议补充
NO.PZ2020033001000089 问题如下 Backtesting of actulosses to Vcalculations is requireaccorng to the Basel Committee. How many exceptions occur in a 250-y trang periowoulresult in increasing the capitmultiplier from three to four? A.zero to four B.four to seven C.seven to nine ten to more is correct.考点Backtesting VaR解析If there is ten or more backtesting violations, capitmultiplier neeto increasefrom three to four. capitmultiplier是不是就是那个k。k从3增加到4，增加了1，所以number of exceptions对应就是10+？看了看历史提问，这个问题还属于考试范围吗。
NO.PZ2020033001000089 four to seven seven to nine ten to more is correct. 考点Backtesting V解析 If there is ten or more backtesting violations, capitmultiplier neeto increasefrom three to four. 老师此题怎么理解？capitmultiple是什么意思
NO.PZ2020033001000089 请问这句话是什么意思呢？ 在强化班这一点没有出现capitmultiplier
four to seven seven to nine ten to more is correct. 考点Backtesting V解析 If there is ten or more backtesting violations, capitmultiplier neeto increasefrom three to four. 这个知识点在基础班课程哪里有讲到？
