Which of the following statements concerning the measurement of operational risk is correct?
a.Economic capital should be sufficient to cover both expected and worst-case operational risk losses.
b.Loss severity and loss frequency tend to be modeled with lognormal distributions.
c.Operational loss data available from data vendors tend to be biased towards small losses.
d.The standardized approach used by banks in calculating operational risk capital allows for different beta factors to be assigned to different business lines.
自己思考，尝试练习！如需答案可申请加入QQ群：329188470，寻求帮助！
