金融民工阿聪 · 2021年04月28日
NO.PZ2019052001000047
问题如下：
When validating parameterization and building a joint distribution, Which of the following aggregation methodologies is characterized as great difficult?
选项：
A. Copulas.
B. Simple summation.
C. Full modeling of common risk drivers across all portfolios.
D. Applying a fixed diversification percentage.
解释：
A is correct.
考点：Copulas
解析：Copula有两大难点：（1）参数化具有难度（2）建立联合分布非常困难。
C是单因子模型吗？？？？？NO.PZ2019052001000047 问题如下 When valiting parameterization anbuilng a joint stribution, Whiof the following aggregation methologies is characterizegrefficult? A.Copulas. B.Simple summation. C.Full moling of common risk ivers across all portfolios. Applying a fixeversification percentage. A is correct. 考点Copulas解析Copula有两大难点（1）参数化具有难度（2）建立联合分布非常困难。 这道题为什么不选C，c不是最麻烦的吗
NO.PZ2019052001000047 那所以就是要记得，COPULA最麻烦，FULL最精准吗？
C不是最复杂的么？最复杂的应该是最难的吧
