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roger_yu119 · 2018年04月30日

问一道题:NO.PZ2016082405000076

请问判定rwr除了pd 和ead反向变动外,还要加上decrease counterparty risk这个条件么?同理,RWR,也要PD和EAD同向变动同时increase counterparty risk 么?

问题如下图:

    

选项:

A.

B.

C.

D.

解释:



1 个答案

orange品职答疑助手 · 2018年04月30日

是的,信用风险框架图P54页上有写的~

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