NO.PZ2020033002000005
问题如下：
There are several statements about the relationships between several concepts. Which of these statements are correct?
I. As EDF increases, EL increases linearly.
II. UL is often lower than EL.
III. The increasement of EDF will making UL increases faster than EL.
IV. As LGD decreases, both EL and UL increase.
选项：
A.
I only
B.
I and II
C.
I and III
D.
II and IV
解释：
C is correct.
考点：risk contribution
解析：EL=AE*LGD *EDF 所以是线性增长关系。
UL 一般会比EL大。
LGD的增加会使得EL 和ＵL增加。
第三个选项是一个结论，记忆。
请问第一条为什么是线性的？相乘怎么会是线性关系呢？
