问题如下图:
选项:
A.
B.
C.
D.
解释:
这个知识点在哪里学到的?没有印象。。
NO.PZ2019070901000102 问题如下 Accorng to Basel II Accor whione of following best scricret risk mitigation techniques: A.Only use the risk weight of the collaterreplathe risk weight of the counterparty for the secureportion of the exposure. B.Only aust the size of the exposure upwaranthe value of the collaterwnwar C.Use the risk weight of the collaterreplathe risk weight of the counterparty for the secureportion of the exposure, anaust the size of the exposure upwaranthe value of the collaterwnwar No austment shoulapplie C is correct. 考点cret risk mitigation techniques解析Cret risk mitigation techniques包括简单法和综合法两种,简单法就是使用抵押品的风险权重代替对手方的风险权重;综合法则是调高风险敞口同时调低抵押品价值。 老师这道题A为什么不对?不是在描述简单法 吗?
NO.PZ2019070901000102 问题如下 Accorng to Basel II Accor whione of following best scricret risk mitigation techniques: A.Only use the risk weight of the collaterreplathe risk weight of the counterparty for the secureportion of the exposure. B.Only aust the size of the exposure upwaranthe value of the collaterwnwar C.Use the risk weight of the collaterreplathe risk weight of the counterparty for the secureportion of the exposure, anaust the size of the exposure upwaranthe value of the collaterwnwar No austment shoulapplie C is correct. 考点cret risk mitigation techniques解析Cret risk mitigation techniques包括简单法和综合法两种,简单法就是使用抵押品的风险权重代替对手方的风险权重;综合法则是调高风险敞口同时调低抵押品价值。 Fountion IRB是不是只能用综合法?
这里综合法,调高EAR,又降低抵押品价格,这样不是把风险又变大吗?这里不是讲消除减小的方法吗?