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【单选题】
置信水帄并非越高越好,而是要依赖于对VAR验证的需要、内部风险资本需求、监管要求及在不同机构之间进行比较的需要()。
A.
置信水帄与有效性之间的关系是置信度越高,实际损失超过VAR的可能性越 小
B.
当考虑银行的内部资本需求时,置信水帄的选择依赖于银行对风险的厌恶程 度
C.
置信水帄要根据监管要求而定
D.
置信水帄的选择应该考虑到机构之间的比较
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A.
Mr. Smith is very kind.
B.
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