问一道题：NO.PZ2019052801000097 [ FRM I ]

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。

     什么是statement 2里面说的mol risk？