NO.PZ2018062006000153
问题如下：
Which of the following can most appropriately measure the credit risk?
选项：
A.Expected loss.
B.Loss severity.
C.Default probability.
解释：
A is correct.
The expected loss incorporates both the loss severity and the default probability. Neither component alone fully measures the credit risk.
考点：信用风险
解析：Expected Loss=LGD×POD，信用风险既取决于违约概率，也取决于一旦违约造成的损失。所以用Expected Loss作为衡量信用风险的指标最为适合，故选项A正确。
“信用风险既取决于违约概率，也取决于一旦违约造成的损失。所以用Expected Loss作为衡量信用风险的指标最为适合”，解析很牵强啊，也没说明白为什么expected loss 就比C合适。麻烦解释一下。
