您好，四个选项能分别解释一下吗？

NO.PZ2016072602000051问题如下 Whiof the following statements is not correabout the fountion IRB anthe aanceIRB approaches for cret risk capitcharges in Basel II? Unr the aanceIRB approach, banks are alloweto use their own estimates of P LG EA ancorrelation coefficient but must use the risk weight functions provithe supervisors. Unr the fountion IRB approach, banks provi their own estimates of Panrely on supervisory estimates for other risk components. Banks apting the aanceIRB approaare expecteto continue to employ this approach. A voluntary return to the stanrzeapproais permitteonly in extraornary circumstances. Unr both fountion IRB anaanced IRB approaches, the expecteloss is not incluin the cret risk capital charge. A is correct. Banks are never alloweto use their own correlations. 麻烦看看a，我认为是对的，相关系数是监管者给的模型来算呀

NO.PZ2016072602000051问题如下 Whiof the following statements is not correabout the fountion IRB anthe aanceIRB approaches for cret risk capitcharges in Basel II? Unr the aanceIRB approach, banks are alloweto use their own estimates of P LG EA ancorrelation coefficient but must use the risk weight functions provithe supervisors. Unr the fountion IRB approach, banks provi their own estimates of Panrely on supervisory estimates for other risk components. Banks apting the aanceIRB approaare expecteto continue to employ this approach. A voluntary return to the stanrzeapproais permitteonly in extraornary circumstances. Unr both fountion IRB anaanced IRB approaches, the expecteloss is not incluin the cret risk capital charge. A is correct. Banks are never alloweto use their own correlations. Correlation和P关，P自己估计的，那correlation不也相当于银行自己估计吗

NO.PZ2016072602000051 Whiof the following statements is not correabout the fountion IRB anthe aanceIRB approaches for cret risk capitcharges in Basel II? Unr the aanceIRB approach, banks are alloweto use their own estimates of P LG EA ancorrelation coefficient but must use the risk weight functions provithe supervisors. Unr the fountion IRB approach, banks provi their own estimates of Panrely on supervisory estimates for other risk components. Banks apting the aanceIRB approaare expecteto continue to employ this approach. A voluntary return to the stanrzeapproais permitteonly in extraornary circumstances. Unr both fountion IRB anaanceIRB approaches, the expecteloss is not incluin the cret risk capitcharge. A is correct. Banks are never alloweto use their own correlations. 想问下大方向不是VaR-EL吗？的是不考虑EL，该如何理解？谢谢

NO.PZ2016072602000051 Whiof the following statements is not correabout the fountion IRB anthe aanceIRB approaches for cret risk capitcharges in Basel II? Unr the aanceIRB approach, banks are alloweto use their own estimates of P LG EA ancorrelation coefficient but must use the risk weight functions provithe supervisors. Unr the fountion IRB approach, banks provi their own estimates of Panrely on supervisory estimates for other risk components. Banks apting the aanceIRB approaare expecteto continue to employ this approach. A voluntary return to the stanrzeapproais permitteonly in extraornary circumstances. Unr both fountion IRB anaanceIRB approaches, the expecteloss is not incluin the cret risk capitcharge. A is correct. Banks are never alloweto use their own correlations. 那rho是要必须等于啥？ 讲义74页的式子吗？ 蟹蟹蟹蟹 好像另外PLGEM在67页表格都说的很明确 Rho就有点模糊了。。。