NO.PZ2024042601000006
问题如下:
A credit analyst at a bank has been asked to produce an exposure analysis for three of the loans in the bank‘s portfolio. Loan information assembled by the analyst as well as the bank’s internal default.
There is no collateral provided by the borrower for these loans, so the analyst uses the notional amount provided above as the Exposure at Default. Which of the following correctly orders the expected loss for each loan from lowest to highest?
选项:
A.
Loan 1 < Loan 2 < Loan 3
B.
Loan 1 < Loan 3 < Loan 2
C.
Loan 2 < Loan 3 < Loan 1
D.
Loan 2 < Loan 1 < Loan 3