frm 四题

两点：1。simplified approach用的时候不能significant影响市场
2。write options没有credit exposure.

As what silverbulletliu said, this question is on p.701 of FRM Handbook 5th Edition. The relative topic is on p.700. It's quite clear that for standardized method MRC = MRC (IR) + MRC (EQ) + MRC (FX) + MRC (CO) + MRC (OP). For option risk, in the simplified approach, is applied when banks handle a limited range of purchased options, the capital charge is the lesser of the market risk charge for the underlying security and the option premium. The answer C states the same thing.

同意楼上的解释