问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
本题可以理解为四个选项都是这个模型的正确假设，只不过ACD的假设与in practice 不一致，而B假设本身与in practice 一致，可以这么理解么，谢谢
NO.PZ2016072602000054 问题如下 Whiof the following is not a awbaof the Basel II fountion internratings-base(IRapproach? P anLG are assumeto be uncorrelate Asset correlations crease with increasing P. The portfolio of the financial institution is assumeto infinitely granular. The approauses a single risk factor portfolio mol insteof a multiple risk factor mol. B is correct. In practice, P anLG are positively correlate so statement a. is a problem. Years with higher P are associatewith higher LG. Portfolios mnot highly granular, so statement is a problem. The portfolio mbe exposeto multiple common risk factors, so statement is a problem. In contrast, we observe in practithlow crets tento have more iosyncratic risk, whimeans thhigh P have low correlations. awbaof the Basel II fountion internratings-base(IR出现在讲义哪里?
NO.PZ2016072602000054 问题如下 Whiof the following is not a awbaof the Basel II fountion internratings-base(IRapproach? P anLG are assumeto be uncorrelate Asset correlations crease with increasing P. The portfolio of the financial institution is assumeto infinitely granular. The approauses a single risk factor portfolio mol insteof a multiple risk factor mol. B is correct. In practice, P anLG are positively correlate so statement a. is a problem. Years with higher P are associatewith higher LG. Portfolios mnot highly granular, so statement is a problem. The portfolio mbe exposeto multiple common risk factors, so statement is a problem. In contrast, we observe in practithlow crets tento have more iosyncratic risk, whimeans thhigh P have low correlations. correlation 和p么成负相关的呢这个题ac是错的，是么？b怎么对》
NO.PZ2016072602000054 问题如下 Whiof the following is not a awbaof the Basel II fountion internratings-base(IRapproach? P anLG are assumeto be uncorrelate Asset correlations crease with increasing P. The portfolio of the financial institution is assumeto infinitely granular. The approauses a single risk factor portfolio mol insteof a multiple risk factor mol. B is correct. In practice, P anLG are positively correlate so statement a. is a problem. Years with higher P are associatewith higher LG. Portfolios mnot highly granular, so statement is a problem. The portfolio mbe exposeto multiple common risk factors, so statement is a problem. In contrast, we observe in practithlow crets tento have more iosyncratic risk, whimeans thhigh P have low correlations. 请问C 问题在哪里啊？解析没看懂
NO.PZ2016072602000054 问题如下 Whiof the following is not a awbaof the Basel II fountion internratings-base(IRapproach? P anLG are assumeto be uncorrelate Asset correlations crease with increasing P. The portfolio of the financial institution is assumeto infinitely granular. The approauses a single risk factor portfolio mol insteof a multiple risk factor mol. B is correct. In practice, P anLG are positively correlate so statement a. is a problem. Years with higher P are associatewith higher LG. Portfolios mnot highly granular, so statement is a problem. The portfolio mbe exposeto multiple common risk factors, so statement is a problem. In contrast, we observe in practithlow crets tento have more iosyncratic risk, whimeans thhigh P have low correlations. 老师这个B越低的违约相关性越高的违约概率，我记得视频老师是烂公司各有各的烂。 那这道题是问不是内部评级法的缺点，也就是选择优点，我不懂B怎么变成优点了
NO.PZ2016072602000054 问题如下 Whiof the following is not a awbaof the Basel II fountion internratings-base(IRapproach? P anLG are assumeto be uncorrelate Asset correlations crease with increasing P. The portfolio of the financial institution is assumeto infinitely granular. The approauses a single risk factor portfolio mol insteof a multiple risk factor mol. B is correct. In practice, P anLG are positively correlate so statement a. is a problem. Years with higher P are associatewith higher LG. Portfolios mnot highly granular, so statement is a problem. The portfolio mbe exposeto multiple common risk factors, so statement is a problem. In contrast, we observe in practithlow crets tento have more iosyncratic risk, whimeans thhigh P have low correlations. 老师，这题我看讲义上81页上讲的是 low-correlateassets会有 high iosyncratic risk.而这个答案解析中的low crets tento have more iosyncratic risk 讲的是什么内容？这俩是同一性质还是不同的？不太理解这个最后一句解析在哪里出现过。
