NO.PZ2019070901000143
问题如下：
Which
of the following statements would be considered a drawback of Basel II/III?
选项：
A.Procyclicality is a concern, and no countercyclical buffer is provided
B.It does not consider diversification effects among risk classes
C.Level 1 diversification benefits are not acknowledged
D.There are no detailed disclosure requirements for risk management policies concerning credit risk
解释：
B is correct.
考点：Compare Basel II/III with Solvency II
解析：Basel II/III忽略了风险类别之间的分散化效果，它只考虑一个风险类别内容的分散化。
Solvency II就没有忽视分散化了是嘛？相应的巴塞尔二三的缺陷的讲义在哪里
