问题如下:
Banks are forecasting expected losses on loans to commercial borrowers. If the borrower fails to meet its financial obligations, 60% of the loss will be incurred. The above risk measures are:
选项:
A.recovery rate.
B.loss rate.
C.the probability of default.
D.unexpected loss.
解释:
B is correct.
考点: loss rate.
解析:如果借款人违约,所述60%的损失为损失率,其他选项均为打酱油的选项。
如果这道题增加expected loss 的选项,该怎么选择?相比较LR ,EL只是金额的形式,LR是%的?可以这样理解吗