问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
题目是什么意思？
NO.PZ2019070901000100 问题如下 Basel II. 5 introcethe incrementrisk charge (IRto further mitigate regulatory arbitrage. Chaner thinks ththe incrementrisk charge(IRrecognizes the expecteshortfall risk, because the amount of loss potentiin the tail is important. Is he right? A.Yes, he's right, aninterest rate risk calso recognizeIRbecause if the interest rate goes wn, it means a huge loss for the bank. B.No, he's wrong. It shouljump-to-fault risk, because ona fault happens, the bank will have immeate ansevere loss. C.No, he's wrong. It shoulexchange rate risk, because the uncertainty of exchange rate will have impaon the bank. Yes, he's right. B is correct. 考点the incrementrisk charge解析IRC识别的两种风险类型分别为(1)cret sprerisk; (2) jump-to-fault risk. 这里expecteshortfall risk没说是啥风险类型risk? 是Market risk? 另外，在funmentreview of trang book里面说，在计算market risk capitcharge时用expecteshortfall代替stresseVaR，这知识点与本题有关吗?
NO.PZ2019070901000100 问题如下 Basel II. 5 introcethe incrementrisk charge (IRto further mitigate regulatory arbitrage. Chaner thinks ththe incrementrisk charge(IRrecognizes the expecteshortfall risk, because the amount of loss potentiin the tail is important. Is he right? A.Yes, he's right, aninterest rate risk calso recognizeIRbecause if the interest rate goes wn, it means a huge loss for the bank. B.No, he's wrong. It shouljump-to-fault risk, because ona fault happens, the bank will have immeate ansevere loss. C.No, he's wrong. It shoulexchange rate risk, because the uncertainty of exchange rate will have impaon the bank. Yes, he's right. B is correct. 考点the incrementrisk charge解析IRC识别的两种风险类型分别为(1)cret sprerisk; (2) jump-to-fault risk. 老师IRC的风险包括两个，讲义上写的是一是fault risk，二是cret migration risk。分别对应这道题里面的表述一cret spre risk， 二jump to fault risk 是吗？
NO.PZ2019070901000100 问题如下 Basel II. 5 introcethe incrementrisk charge (IRto further mitigate regulatory arbitrage. Chaner thinks ththe incrementrisk charge(IRrecognizes the expecteshortfall risk, because the amount of loss potentiin the tail is important. Is he right? A.Yes, he's right, aninterest rate risk calso recognizeIRbecause if the interest rate goes wn, it means a huge loss for the bank. B.No, he's wrong. It shouljump-to-fault risk, because ona fault happens, the bank will have immeate ansevere loss. C.No, he's wrong. It shoulexchange rate risk, because the uncertainty of exchange rate will have impaon the bank. Yes, he's right. B is correct. 考点the incrementrisk charge解析IRC识别的两种风险类型分别为(1)cret sprerisk; (2) jump-to-fault risk. cret sprerisk=cresit mirgition risk 也就是被降级的风险jump-to-fult risk=fault risk也就是违约风险
loss potentirisk和jump to fault risk说的不是一个意思吗
loss potentirisk和jump to fault risk说的不是一个意思吗
