NO.PZ2020021601000011

NO.PZ2020021601000011 问题如下 IvPaulinianalyst a large wealth management firm, meets with his supervisor to scuss aing financiinstitution equity securities to client portfolios. Paulinic gathers ta on three nationbanks thmeet initiselection criteria but require further review. Focusing on N- bank anT- bank, Paulinic prepares the following ta.Baseonly on Exhibit 3, Paulinic shoulconclu that: A.trang activities are riskier T- bank thN- bank. B.trang revenue per unit of risk himprovemore N- bank thT- bank. C.comparewith ration, the metric useis a better measure of interest rate risk. B is correct.Trang revenue per unit of risk crepresentethe ratio of annutrang revenue to average ily trang value risk (VaR) anrepresents a measure of rewar to- risk. The trang revenue per unit of risk improveN- bank (from 134× to 160×) between 2016 an2017, anthere wno change T- bank (80×). Vcusefor gauging tren in intrcompany risk taking.这道题易误选 A 说 T 银行的交易活动比 N 银行的风险更大，是想用表格第一行数据比较。V是 value risk，也就是一段时间内（在某个可能性下）最大损失数是多少。average ily V就是平均的每天的最大可能的损失。这道题目表格里面的数字意思就是2017 年平均来看，每天可能只有极小概率下是损失超过 11.3 million。但是不同银行之间，不能用 V来比较风险大小。因为每个银行的资产规模是不一样的。average ily V大的不一定损失的比例高。\"Vis not useful for assessing risk-taking activities between fferent companies\" 这个B是什么意思呢？

NO.PZ2020021601000011 问题如下 IvPaulinianalyst a large wealth management firm, meets with his supervisor to scuss aing financiinstitution equity securities to client portfolios. Paulinic gathers ta on three nationbanks thmeet initiselection criteria but require further review. Focusing on N- bank anT- bank, Paulinic prepares the following ta.Baseonly on Exhibit 3, Paulinic shoulconclu that: A.trang activities are riskier T- bank thN- bank. B.trang revenue per unit of risk himprovemore N- bank thT- bank. C.comparewith ration, the metric useis a better measure of interest rate risk. B is correct.Trang revenue per unit of risk crepresentethe ratio of annutrang revenue to average ily trang value risk (VaR) anrepresents a measure of rewar to- risk. The trang revenue per unit of risk improveN- bank (from 134× to 160×) between 2016 an2017, anthere wno change T- bank (80×). Vcusefor gauging tren in intrcompany risk taking.这道题易误选 A 说 T 银行的交易活动比 N 银行的风险更大，是想用表格第一行数据比较。V是 value risk，也就是一段时间内（在某个可能性下）最大损失数是多少。average ily V就是平均的每天的最大可能的损失。这道题目表格里面的数字意思就是2017 年平均来看，每天可能只有极小概率下是损失超过 11.3 million。但是不同银行之间，不能用 V来比较风险大小。因为每个银行的资产规模是不一样的。average ily V大的不一定损失的比例高。\"Vis not useful for assessing risk-taking activities between fferent companies\" 老师您好，请问下C表达的是什么意思？还有就是题目表格的第二栏，是表示用收益除以VAR值的意思吗？

NO.PZ2020021601000011 问题如下 IvPaulinianalyst a large wealth management firm, meets with his supervisor to scuss aing financiinstitution equity securities to client portfolios. Paulinic gathers ta on three nationbanks thmeet initiselection criteria but require further review. Focusing on N- bank anT- bank, Paulinic prepares the following ta.Baseonly on Exhibit 3, Paulinic shoulconclu that: A.trang activities are riskier T- bank thN- bank. B.trang revenue per unit of risk himprovemore N- bank thT- bank. C.comparewith ration, the metric useis a better measure of interest rate risk. B is correct.Trang revenue per unit of risk crepresentethe ratio of annutrang revenue to average ily trang value risk (VaR) anrepresents a measure of rewar to- risk. The trang revenue per unit of risk improveN- bank (from 134× to 160×) between 2016 an2017, anthere wno change T- bank (80×). Vcusefor gauging tren in intrcompany risk taking.这道题易误选 A 说 T 银行的交易活动比 N 银行的风险更大，是想用表格第一行数据比较。V是 value risk，也就是一段时间内（在某个可能性下）最大损失数是多少。average ily V就是平均的每天的最大可能的损失。这道题目表格里面的数字意思就是2017 年平均来看，每天可能只有极小概率下是损失超过 11.3 million。但是不同银行之间，不能用 V来比较风险大小。因为每个银行的资产规模是不一样的。average ily V大的不一定损失的比例高。\"Vis not useful for assessing risk-taking activities between fferent companies\" 第一行和第二行分别代表什么意思

NO.PZ2020021601000011 问题如下 IvPaulinianalyst a large wealth management firm, meets with his supervisor to scuss aing financiinstitution equity securities to client portfolios. Paulinic gathers ta on three nationbanks thmeet initiselection criteria but require further review. Focusing on N- bank anT- bank, Paulinic prepares the following ta.Baseonly on Exhibit 3, Paulinic shoulconclu that: A.trang activities are riskier T- bank thN- bank. B.trang revenue per unit of risk himprovemore N- bank thT- bank. C.comparewith ration, the metric useis a better measure of interest rate risk. B is correct.Trang revenue per unit of risk crepresentethe ratio of annutrang revenue to average ily trang value risk (VaR) anrepresents a measure of rewar to- risk. The trang revenue per unit of risk improveN- bank (from 134× to 160×) between 2016 an2017, anthere wno change T- bank (80×). Vcusefor gauging tren in intrcompany risk taking.这道题易误选 A 说 T 银行的交易活动比 N 银行的风险更大，是想用表格第一行数据比较。V是 value risk，也就是一段时间内（在某个可能性下）最大损失数是多少。average ily V就是平均的每天的最大可能的损失。这道题目表格里面的数字意思就是2017 年平均来看，每天可能只有极小概率下是损失超过 11.3 million。但是不同银行之间，不能用 V来比较风险大小。因为每个银行的资产规模是不一样的。average ily V大的不一定损失的比例高。\"Vis not useful for assessing risk-taking activities between fferent companies\" 老师C为什么是错误的

NO.PZ2020021601000011 问题如下 IvPaulinianalyst a large wealth management firm, meets with his supervisor to scuss aing financiinstitution equity securities to client portfolios. Paulinic gathers ta on three nationbanks thmeet initiselection criteria but require further review. Focusing on N- bank anT- bank, Paulinic prepares the following ta.Baseonly on Exhibit 3, Paulinic shoulconclu that: A.trang activities are riskier T- bank thN- bank. B.trang revenue per unit of risk himprovemore N- bank thT- bank. C.comparewith ration, the metric useis a better measure of interest rate risk. B is correct.Trang revenue per unit of risk crepresentethe ratio of annutrang revenue to average ily trang value risk (VaR) anrepresents a measure of rewar to- risk. The trang revenue per unit of risk improveN- bank (from 134× to 160×) between 2016 an2017, anthere wno change T- bank (80×). Vcusefor gauging tren in intrcompany risk taking.这道题易误选 A 说 T 银行的交易活动比 N 银行的风险更大，是想用表格第一行数据比较。V是 value risk，也就是一段时间内（在某个可能性下）最大损失数是多少。average ily V就是平均的每天的最大可能的损失。这道题目表格里面的数字意思就是2017 年平均来看，每天可能只有极小概率下是损失超过 11.3 million。但是不同银行之间，不能用 V来比较风险大小。因为每个银行的资产规模是不一样的。average ily V大的不一定损失的比例高。\"Vis not useful for assessing risk-taking activities between fferent companies\" B中不是也用到了Var,为什么这样不同银行下可以比较