The calculation of VaR involves confidence level and holding period, so item A is correct; Generally speaking, the value at risk increases with the increase of confidence level and holding period, so item B is wrong; If the model is used to determine the capital corresponding to the risk, the confidence level should be high, so item C is wrong; If the user of the model is the operator himself, the time interval depends on the characteristics of his asset portfolio. If the portfolio changes frequently, the time interval should be short, so item D is correct and item E is wrong.