开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

和棋 · 2021年02月22日

什么是netincome,projection?

NO.PZ2019052001000055

问题如下:

Which of the following statements is not correct?

I.There are two elelments: probability of default and loss given default involved in loss estimation,when using the expected loss methodalogies.

II. Net interest income projections should strictly use par value since it doesn't change in both discount and premium scenarios.  

选项:

A.

 I only.

B.

II only.

C.

Both I and II.

D.

Neither I nor II.

解释:

C is correct.

考点:计算loss时的注意事项

解析:loss estimation时要考虑PD、LGD、EAD三项。

Net interest income projections 应该充分考虑对未按面值持有的资产进行折现或溢价摊销调整。

什么是netincome,projection?

1 个答案

袁园_品职助教 · 2021年02月23日

同学你好!

这是原版书上的一个小点,net interest income projection (净利息收入预测)应该和资本充足计划、资产负债表等相勾稽,它不是孤立的。这里了解一下即可。



  • 1

    回答
  • 0

    关注
  • 497

    浏览
相关问题

NO.PZ2019052001000055问题如下 Whiof the following statements is not correct?I.There are two elelments: probability of fault anloss given fault involvein loss estimation,when using the expecteloss methologies.II. Net interest income projections shoulstrictly use pvalue sinit esn't change in both scount anpremium scenarios. I only.B.II only.C.Both I anII.Neither I nor II.C is correct.考点计算loss时的注意事项解析loss estimation时要考虑PLGEA项。Net interest income projections 应该充分考虑对未按面值持有的资产进行折现或溢价摊销调整。如题,一共三个因素,第一句没提到EA,可以说它错吗

2023-05-16 11:29 1 · 回答

NO.PZ2019052001000055 问题如下 Whiof the following statements is not correct?I.There are two elelments: probability of fault anloss given fault involvein loss estimation,when using the expecteloss methologies.II. Net interest income projections shoulstrictly use pvalue sinit esn't change in both scount anpremium scenarios. I only. B.II only. C.Both I anII. Neither I nor II. C is correct.考点计算loss时的注意事项解析loss estimation时要考虑PLGEA项。Net interest income projections 应该充分考虑对未按面值持有的资产进行折现或溢价摊销调整。 请问老师第二句话考的是啥?

2022-10-10 17:33 1 · 回答

NO.PZ2019052001000055 请问答案解析中的EA什么?

2021-09-30 14:38 1 · 回答

NO.PZ2019052001000055 Net interest income projections 应该充分考虑对未按面值持有的资产进行折现或溢价摊销调整。这是什么意思,可以详细说一下嘛? 书里的描述看了,但是没看懂。

2021-04-29 01:35 1 · 回答