题目内容
(请给出正确答案)
[单选题]
借款人甲、乙内部评级1年期违约概率分别为0.02%和0.04%,则根据《巴塞尔新资本协议》定义的两者的违约概率分别为()。
A.0.02%,0.03%
B.0.02%,0.04%
C.0.03%,0.03%
D.0.03%,0.04%
答案
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A.0.02%,0.03%
B.0.02%,0.04%
C.0.03%,0.03%
D.0.03%,0.04%
第3题
A.两位分析师的评述均是正确的
B.两位分析师的评论均是错误的
C.分析师甲的评述是正确的,分析师乙的评论是错误的
D.分析师甲的评述是错误的,分析师乙的评论是正确的
第6题
第7题
第9题
A.预期损失=借款人的违约概率+违约损失率
B.预期损失=借款人的违约概率+违约风险暴露
C.预期损失=借款人的违约概率+违约损失率+违约风险暴露
D.预期损失=借款人的违约概率m违约损失率/违约风险暴露