steps toward improving operational resiliency

model risk为calibration error和specification error，还有哪些，这俩个error包含哪些

FMI哪里有讲到 考点是什么

data aggregation capability principle有哪些

影响企业文化的因素按影响力排序

model risk no upward and downward component是什么意思

model1是什么？这个知识点以前学过么？

所以什么情况下是sensitive，什么情况下是insensitive呢？D答案中是永远没有机会行权的，说成是insensitive不也是对的么？只有敲出价和行权价相等才能叫insensitive么？

Let X be a random variable representing the daily loss of your portfolio. The “peaks over threshold” (POT) approach considers a threshold value, u, of X and the distribution of excess losses over this threshold. Which of the following statements about this application of extreme value theory is correct? B If X is normally distributed, the distribution of excess losses requires the estimation of only one parameter, β, which is a positive scale parameter.这个选项为什么是错的，normally distributed不就代表tail index=0吗？那这么看来就只需要规模参数这一个参数即可

这个10 day的var怎么体现呢？计算的时候没有考虑啊……按照解析的方式，10 day的VAR与1 day的VAR没有区别啊……不用考虑平方根法则把它变为一天的VAR再去计算么？