问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
什么是statement 2里面说的model risk？
NO.PZ2019052801000097问题如下 Whiof the following statement(s) is(are) correct?I. fault correlations in CCPs are high among clearing members.II. Investment risk arise from misspecification with respeto volatility, tail risk anwrong-wrisk.A.Only statement I is correct.B.Only statement II is correct.C.Both statements are correct.Neither statement is correct.A is correct.考点risks faceCCPs解析Statement I正确，CCP成员之间的违约相关性是比较高的，一个成员的违约可能导致连锁反应。Statement II错误，这里说的是mol risk而不是investment risk.ccps和clearing membets怎么区分啊，这俩概念
NO.PZ2019052801000097问题如下Whiof the following statement(s) is(are) correct?I. fault correlations in CCPs are high among clearing members.II. Investment risk arise from misspecification with respeto volatility, tail risk anwrong-wrisk. A.Only statement I is correct. B.Only statement II is correct. C.Both statements are correct. Neither statement is correct.A is correct.考点risks faceCCPs解析Statement I正确，CCP成员之间的违约相关性是比较高的，一个成员的违约可能导致连锁反应。Statement II错误，这里说的是mol risk而不是investment risk.不是只有在经济不好的时候，可能会发生会员集体违约吗？如果说CCP成员之间的违约相关性很高，那OTC成员之间的违约相关性岂不是更高了？
NO.PZ2019052801000097 ccp的风险之一是mol risk， 如果出现了mol设计的错误，不就是造成了投资风险么？ 如果不涉及，那投资风险又是什么呢？ 客气额我觉得很难判断的是，到底问的是投资人的投资风险，还是ccp的风险？每太理解这种题目的出题思路。
Only statement II is correct. Both statements are correct. Neither statement is correct. A is correct. 考点risks faceCCPs 解析Statement I正确，CCP成员之间的违约相关性是比较高的，一个成员的违约可能导致连锁反应。Statement II错误，这里说的是mol risk而不是investment risk.您好，请问什么事wrong-wrisk呀？谢谢
