NOTES上的一道题:

1.        Which one of the following measurement tools will not be used under the new Basel Accord to determine the capital set aside for operational risk?
A.        A\   Operational risk VaR.
B.
B. Percentage of gross income.
C.       C\    Business line exposure based on historical experience.
D.       D\    Exposure indicator, expected loss, loss given event.

Answer: A

Under the new Basel Accord operational risk capital can be measured using any of the choices except operational risk VaR.

不明百,计算LDR不就是用操作风险的VAR减预期损失，得出应计提资本么？而LDR不就是高级计量法的一种么。。。。。

请教高手