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Dorothy · 2020年02月23日

问一道题:NO.PZ2016082405000076

问题如下:

How many of the following statements regarding wrong-way risk and right¬way risk (RWR) are correct?

I.       Co-movement in risk exposure and default probability producing a decline in overall risk is an example of wrong-way risk.

II.     Co-movement in risk exposure and default probability producing an increase in overall counterparty risk is an example of right-way risk.

III.    Co-movement in risk exposure and default probability producing neither a decline nor an increase in the overall counterparty risk is an example of wrong-risk.

IV.    Co-movement in risk exposure and default probability producing a decline in risk exposure but an increase in counterparty default probability is an example of right-way risk.

选项:

A.

None.

B.

All.

C.

Two.

D.

Three.

解释:

A  A decline in overall counterparty risk is an example of right-way risk. An. increase in overall counterparty risk is an example of wrong-way risk. An increase in overall counterparty risk is a condition for the emergence of wrong-way risk. A decline in risk exposure but increase in counterparty default probability may or may not lower overall counterparty risk.

这四个选项没看懂,麻烦解释一下,谢谢!

1 个答案

品职答疑小助手雍 · 2020年02月23日

同学你好,这四个选项是单纯的字面翻译,可以直接复制到google 翻译里看结果,我刚试过了,只要把里面的错误风险和向右风险改成wwr和rwr翻译的都对。

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NO.PZ2016082405000076 How many of the following statements regarng wrong-wrisk anright¬wrisk (RWR) are correct? I.       Co-movement in risk exposure anfault probability procing a cline in overall risk is example of wrong-wrisk. II.     Co-movement in risk exposure anfault probability procing increase in overall counterparty risk is example of right-wrisk. III.    Co-movement in risk exposure anfault probability procing neither a cline nor increase in the overall counterparty risk is example of wrong-risk. IV.    Co-movement in risk exposure anfault probability procing a cline in risk exposure but increase in counterparty fault probability is example of right-wrisk. None. All. Two. Three. A  A cline in overall counterparty risk is example of right-wrisk. An. increase in overall counterparty risk is example of wrong-wrisk. increase in overall counterparty risk is a contion for the emergenof wrong-wrisk. A cline in risk exposure but increase in counterparty fault probability mor mnot lower overall counterparty risk. 讲义中不是说名RWR orr RWR only refers to the counterparty fault risk anexposure 和 overall counterpart risk有什么关系?

2021-04-29 23:15 1 · 回答

最后一种说法怎么错了啊?EA降而P升,不是RWR么?

2019-10-01 15:38 1 · 回答

请问判定rwr除了p和ea向变动外,还要加上crease counterparty risk这个条件么?同理,RWR,也要PEA向变动同时increase counterparty risk 么?    

2018-04-30 06:19 1 · 回答