题目
Which of the following characteristics do not describe top-down approaches to operational risk measurement compared to bottom-up approaches? I Relatively simple. II Ability to differentiate high-frequency, low-severity events from low-frequency, high-severity events. III Dissect processes into individual components. IV Modest data requirements.
选项
A.I and IV
B.III only
C.II and III
D.I, II, and IV
答案
C
解析
Top-down models rely primarily on aggregate historical data. Therefore, they are relatively simple and do not differentiate between high-frequency low-severity events and low-severity, high-frequency events because both are pooled together in the data. The aggregated nature of the data also limits the amount of data used in these models. A limitation of aggregated data, however, is that top-down models do not have diagnostic capabilities like bottom-up models that dissect processes into individual components.自上而下的模型主要依赖于汇总的历史数据。 因此，它们相对简单，并且不会在高频低严重性事件和低严重度高频事件之间进行区分，因为两者都集中在数据中。 数据的聚合性质也限制了这些模型中使用的数据量。 但是，聚合数据的局限性在于自上而下的模型没有像自下而上的模型那样将进程分解为各个组件的诊断功能。