固定权重就是一年的历史数据

问题如下：

The 1996 amendment to the Capital Accord requires that internal models

选项：

Utilize at least six months of historical data

Utilize at least one year of equally weighted historical data

Utilize enough historical data so that the weighted average age of the data is at least six months

Utilize two years of historical data, unequally weighted

解释：

C is correct. Answer b. is correct if the bank uses fixed weights only. Otherwise, the average time lag of the observations cannot be less than six months.