和棋 · 2020年11月08日
问题如下：
Which of the following approaches can be used for calculating specific risk capital charge?
I. The basic indicator approach
II. the standardized approach
III. the IRB approach
IV. same as the general risk capital charge
选项：
A.I and II.
B.II and III.
C.only IV.
D.only III.
解释：
B is correct.
考点：specific risk charge
解析：
计算specific risk charge时有两种方法：(1)标准法，(2)内部评级法
选项B正确
SRC是计量市场风险中内部模型法中包含的一块吧？他也是10天99%的Var吗?
NO.PZ2019070901000116 问题如下 Whiof the following approaches cusefor calculating specific risk capitcharge?I. The basic incator approachII. the stanrzeapproachIII. the IRB approachIV. same the generrisk capitcharge A.I anII. B.II anIII. C.only IV. only III. B is correct. 考点specific risk charge解析计算specific risk charge时有两种方法(1)标准法，(2)内部评级法B正确 为什么I不是specific，不是15%吗？
NO.PZ2019070901000116 问题如下 Whiof the following approaches cusefor calculating specific risk capitcharge?I. The basic incator approachII. the stanrzeapproachIII. the IRB approachIV. same the generrisk capitcharge A.I anII. B.II anIII. C.only IV. only III. B is correct. 考点specific risk charge解析计算specific risk charge时有两种方法(1)标准法，(2)内部评级法B正确 src不是市场风险里面的吗，市场分析俺不是只有sa和ima么，irb不是策略信用风险的吗？
NO.PZ2019070901000116 问题如下 Whiof the following approaches cusefor calculating specific risk capitcharge?I. The basic incator approachII. the stanrzeapproachIII. the IRB approachIV. same the generrisk capitcharge A.I anII. B.II anIII. C.only IV. only III. B is correct. 考点specific risk charge解析计算specific risk charge时有两种方法(1)标准法，(2)内部评级法B正确 问下I里的方法是计算什么用的呀？
NO.PZ2019070901000116 Whiof the following approaches cusefor calculating specific risk capitcharge? I. The basic incator approaII. the stanrzeapproaIII. the IRB approaIV. same the generrisk capitcharge 这是什么神奇的考点。。。SRC不是。。。MRC的计算那里讲的吗。。。老师说的是指一些specific risk 比如 event risk和basis risk之类的。。。 那我想，这方法要么就是4.same the generrisk capitcharge 要么就是仿造MRC的两种方法（标准法和IMA对吧） 这个IRB是怎么混进这里的。。。 想看看这个考点的详细（比如原版书、讲义截图之类的 我是没印象讲过这个嗯。。。）
NO.PZ2019070901000116 Increment V哪里有基本法啊， 只有 12 weekly 的 IRA
