赵同学2023-10-12 15:55:11

请问老师这个解析什么意思：A is incorrect. Operational risks typically have a low correlation with other market risk variables so assuming a zero correlation is conservative and an acceptable practice (see p. 276). “Most BHCs were not able to find meaningful correlation between macroeconomic variables and operational-risk loss severity”. Banks can provide correlation estimates between OpRisk and market risk variables with a proper defense, but assuming that op risk and market risk variables are strongly correlated is a cause for concern.