NO.PZ2023102101000070
问题如下：
The Basel II/III standard approach and the Solvency II
basic approach to capital requirements take very different approaches to the
benefits of diversification across risk classes and legal entities when
calculating required capital. Under their respective Pillar I rules, which of
the following statements is correct?
选项：
A.Solvency II sums the risk factor capital requirements
without including any diversification benefit
Basel II/III specifies a correlation matrix to use
when calculating diversification benefits
Solvency II incorporates diversification at the group
level
Basel II/III penalizes concentration risk
解释：
D是BASEL II.5和III么，其他选项是为啥啊
