NO.PZ2019052001000055
问题如下：
Which of the following statements is not correct?
I.There are two elelments: probability of default and loss given default involved in loss estimation,when using the expected loss methodalogies.
II. Net interest income projections should strictly use par value since it doesn't change in both discount and premium scenarios.
选项：
A.
I only.
B.
II only.
C.
Both I and II.
D.
Neither I nor II.
解释：
C is correct.
考点：计算loss时的注意事项
解析：loss estimation时要考虑PD、LGD、EAD三项。
Net interest income projections 应该充分考虑对未按面值持有的资产进行折现或溢价摊销调整。
如题，一共三个因素，第一句没提到EAD啊，可以说它错吗
