请解释一下D选项

问题如下：

Which of the following statements is false regarding expected loss or unexpected loss?

选项：

A.

Unexpected loss typically exceeds expected loss.

B.

When the probability of default is 0, unexpected loss is equal to 0.

C.

When the probability of default is 0, expected loss is equal to 0.

D.

Expected loss captures variation in the value of risky assets.

解释：

D is correct.

考点：Expected loss & Unexpected loss

解析：

题目问下面关于预期损失EL和非预期损失UL的陈述，哪一个是错误的？

A，UL一般都是大于EL，正确。

B，如果违约概率是0，代表着不会发生任何损失，所以UL等于0，正确。

C，如果违约概率是0，代表着不会发生任何损失，所以EL等于0，正确。

D，EL可以捕捉到风险资产的波动改变，错误，应该是UL。