来自：FRM > 二级 > 综合押题 2020-10-02 16:44
老师您好，unit15-18，c选项为什么不对？
查看更多
shan
提问
264
上次登录
1769天前
查看更多
shan
提问
264
上次登录
1769天前
jason 2020-10-02 23:59
致精进的你:
同学，The Amendment allows the use of an internal model (under certain circumstances) and specifies that the model use a 99 percent confidence level and a 10-day holding period. It does allow a single-day volatility to be scaled to 10-day volatility with the square root of time rule，不是如C选项所说是任意的哈
The real talent is resolute aspirations.
真正的才智是刚毅的志向。
