开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Clean · 2018年09月19日

问一道题:NO.PZ2016082405000025 [ FRM II ]

问题如下图:

选项:

A.

B.

C.

D.

D选项为何是对的? 解释:

1 个答案
已采纳答案

品职答疑小助手雍 · 2018年09月19日

参考这个表格,低评级债券评级变化的概率比高评级债券高,更善变~

以CCC级举例,它坚守本心的概率只有64.86%,A级以上债券有90%概率不变

  • 1

    回答
  • 1

    关注
  • 459

    浏览
相关问题

NO.PZ2016082405000025 Whiof the following statements regarng ratings transition matrices is least correct? Transition matrices assess rating migrations, this, the probability tha company starting with a particulrating will wngrawithin the stateperio The agonelements in the transition matrix beginning the top left show the probability of enng the yewith unchangerating. Within a transition matrix, there is no transition from fault to another rating. The probability of a rating migration is higher for lower ratecompanies. A Transition matrices assess the probability tha company’s rating will remain unchangethe enof a stateperio Rating migration measures the probability of a change in letter rating, however it encompasses both rating upgras anwngras.   ​请问b说的是什么意思?

2021-04-17 10:20 1 · 回答

Whiof the following statements regarng ratings transition matrices is least correct? Transition matrices assess rating migrations, this, the probability tha company starting with a particulrating will wngrawithin the stateperio The agonelements in the transition matrix beginning the top left show the probability of enng the yewith unchangerating. Within a transition matrix, there is no transition from fault to another rating. The probability of a rating migration is higher for lower ratecompanies. A Transition matrices assess the probability tha company’s rating will remain unchangethe enof a stateperio Rating migration measures the probability of a change in letter rating, however it encompasses both rating upgras anwngras.   什么是正确的呢 对于一个坏人来说再坏也坏不到哪里去 所以他的信用转移概率应该是小啊 想转移到好的rating的概率也不会很高

2020-10-18 21:21 1 · 回答

Whiof the following statements regarng ratings transition matrices is least correct? Transition matrices assess rating migrations, this, the probability tha company starting with a particulrating will wngrawithin the stateperio The agonelements in the transition matrix beginning the top left show the probability of enng the yewith unchangerating. Within a transition matrix, there is no transition from fault to another rating. The probability of a rating migration is higher for lower ratecompanies. A Transition matrices assess the probability tha company’s rating will remain unchangethe enof a stateperio Rating migration measures the probability of a change in letter rating, however it encompasses both rating upgras anwngras.   老师A是不是错在,不只是wn,up也可以

2020-10-14 12:06 1 · 回答

The agonelements in the transition matrix beginning the top left show the probability of enng the yewith unchangerating. Within a transition matrix, there is no transition from fault to another rating. The probability of a rating migration is higher for lower ratecompanies. A Transition matrices assess the probability tha company’s rating will remain unchangethe enof a stateperio Rating migration measures the probability of a change in letter rating, however it encompasses both rating upgras anwngras.           能解读哈?为什么是对的      

2020-08-25 10:09 1 · 回答

Whiof the following statements regarng ratings transition matrices is least correct? Transition matrices assess rating migrations, this, the probability tha company starting with a particulrating will wngrawithin the stateperio The agonelements in the transition matrix beginning the top left show the probability of enng the yewith unchangerating. Within a transition matrix, there is no transition from fault to another rating. The probability of a rating migration is higher for lower ratecompanies. A Transition matrices assess the probability tha company’s rating will remain unchangethe enof a stateperio Rating migration measures the probability of a change in letter rating, however it encompasses both rating upgras anwngras.   bonfault就真的再也没有任何机会在转移到其他评级了吗?????

2020-05-24 16:59 1 · 回答