问一道题：NO.PZ2016072602000057 [ FRM II ]

NO.PZ2016072602000057 问题如下 Unr the 1996 market risk amenent to the Basel Accor a bank cuse its internmols to calculate its market risk charge subjeto all the following provisions except: A time horizon of 10 trang ys A 99% confinlevel One yeof historicobservations, whiare uptesemiannually The market risk charge set the higher of the previous y’s Vor the average Vover the past 60 ys scalea multiplicative factor C is correct. The IMA requires using one yeof historicta upteleast quarterly, not semiannually. 本题描述的是1996巴一不遵循哪个条款，因2.5的条款，所以我的理解是选不用被遵循。