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Correct answer is Dffice ffice" />
A is incorrect. Insurance is used to by entities to hedge catastrophic risk.
B is incorrect. Brownian motion is a distribution used to model stock prices.
C is incorrect. The Poisson distribution is one of the distributions used to measure the frequency of the loss.
D is correct. Operational risk is the risk of loss caused by failure in operational process or systems that support them. Operational risk events can be divided into high frequency/low severity events and low frequency/high severity events. Operational risk measurement models most incorporate both types of risk events. | 
发表于 2009-6-13 11:18
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