NO.PZ2016072602000052
问题如下：
Under the comprehensive approach for the foundation internal ratings-based approach under Basel II, which of the following methods is used for calculating the effective loss given default (LGD*) where: LGD* is the effective loss given default (considering risk mitigation measures), LGD is that of the senior unsecured exposure before recognition of collateral, E is the current value of the exposure (i.e., cash lent or securities lent or posted), and E* is the exposure value after risk mitigation?
选项：
A.LGD* = LGD x (E*/E)
B.LGD* = LGD x (E*)*(E)
C.LGD* = LGD x (E* + E)
D.LGD* = LGD x (E* - E)
解释：
A is correct. See Equation (28.11). Also, this answer is the only one that makes sense taking units into account because LGD is a unitless ratio.
如题
