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Jenny · 2019年11月03日

问一道题:NO.PZ2016072602000007 [ FRM II ]

问题如下图:

选项:

A.

B.

C.

D.

解释:

Truncation bias和scale biad有什么区别?

1 个答案

品职答疑小助手雍 · 2019年11月03日

同学你好,Truncation bias大意是去掉一些尾部数据,造成均值偏高的误差可能还是有的,因为外部数据很多是一些有名的,比较大的损失,小的可能都没纳入记录,所以会造成这种结果。

scale bias指的是外部银行和本银行规模不匹配,其损失不一定适用本银行。

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2021-03-07 23:04 1 · 回答

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2019-11-02 08:49 1 · 回答

     C什么意思?

2018-10-23 05:28 1 · 回答