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来自:FRM > 二级 > Operational and Integrated Risk Management 2020-10-14 09:26
请问B和D为什么不对?
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jason    2020-10-14 11:01

致精进的你:

同学,The formula for the financial component of the BI calculation is equal to: abs(net Pavg ) + abs(net P&LBBavg ) with TB representing the trading book and BB representing the banking book.题干中要的是考虑到trading and banking book 的component,所以不选BD

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