NO.PZ2020033001000020
问题如下:
The Basel Committee established four categories of causes for exceptions and guidance for supervisors for each category. Which of the following pair applies to those categories?
选项:
A. Bad luck and the data sample is too small.
B. The basic integrity of the model and intraday trading activity.
C. Model accuracy could be improved and the data sample is too small.
D. Bank size is too small and model accuracy could be improved.
解释:
B is correct.
考点: Basel Rules For Backtesting
解析:协会规定的例外有4条,分别是:Basic integrity of the model,Model accuracy could be improved,Intraday 和 Bad luck。只有B选项的两点都属于这4条例外之中。
basel设置这四条例外的逻辑是什么呀