NO.PZ2020033002000060
问题如下：
Which of the following statements is least accurate about counterparty exposure?
选项：
A.Potential future exposure is the maximum amount of exposure expected to occur on a future date with a high degree of statistical confidence.
B.Credit risk migrants includes netting rights, collateral agreements, and early settlement provisions.
C.Current exposure refers to the current value of the exposure to a subsidiary.
D.Wrong-way exposures are exposures that are negatively correlated with the credit quality of the counterparty.
解释：
C is correct.
考点：Counterparty exposure
解析：
Statement C is incorrect because exposure occurs with a counterparty, not subsidiary.
老师这个B选项信用转移矩阵当中包含的这些条款是在哪个知识点学习的？不理解B选项想表达什么
