选项A“Copula enables the structures of correlation between variables to be calculated separately from their marginal distributions.”说的不是Copula能在两个变量的边际分布中把他们的相关性分离计算出来的意思嘛，说的是在将两个映射后的正态分布整合成Copula时所选用的相关性的计算方式吗？跟您这里回答的算违约概率没关系啊

market risk 百题 答案很绕 请逐一说明下每个选项哪些地方是对的 哪些地方不对

market risk 百题 答案很绕 请逐一说明下每个选项哪些地方是对的 哪些地方不对

bootstrap法既可以估计VaR又可以估计ES，其中是如何估计ES的哪？

老师，您好，途中绿色部分是什么意思？绿色那整段，1、2、3都是什么意思？

老师，在贴现的时候，用的利率为什么不是6%呢，按照二叉树的意思，today的利率是5%，有0.8024的可能性在六个月后利率到5.5%，那这个5.5%指的是today到六个月的利率，还是六个月到一年的利率？如果指的是六个月到一年的，那最后one year的时候是6%，应该表示一年到一年半的利率，那求swap的payoff怎么能用6%呢，不是应该用5.5%吗？就是题干中，是不是最后一列利率表示时点，前面的利率表示区间呢？辛苦老师解释一下～

“Spearman’s rank correlation and Kendall’s τ are ordinal correlation coefficients that should not be used with cardinal financial variables because they underestimate risk by ignoring the impact of outliers.”这个cardinal financial variables是什么意思呢？

A functionally independent corporate operational risk function is desirable in a bank but is not necessary for an effective control environment. This is especially true for a small bank, which might roll all risk management activities into one risk management group (i.e., not segregated by type of risk). An effective control environment should include the following five components: (1) a control environment, (2) risk assessment, (3) control activities, (4) information and communication, and (5) monitoring activities.

麻烦老师重点解释C，其他的选项略带解释

不太明白年和天的转化 为什么不能先算出年的VaR然后转化为天