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When using a Value-at-Risk (VaR) model in the loss distribution approach, a higher confidence level would: A. decrease the importance on modeling the tails but requires the use of both internal and external data B. decrease the importance on modeling the tails and only allow the use of only internal data. C. increase the importance on modeling the tails and requires the use of only internal data. D. increase the importance on modeling the tails and requires the use of both internal and external data. |