NO.PZ2016082405000016
问题如下:
The role that credit risk plays in risk management programs includes assessing the potential default by:
I. debt claimants.
II. counterparties of a swap agreement.
选项: I only.
II only.
C.Both I and II.
D.Neither I nor II.
解释:
C Both statements are true. The two important roles that credit risk plays in risk management programs are (1) assessing the potential of default by debt claimants, and (2) assessing the potential of default by counterparties of derivatives contacts.
看了助教的回答还是没有明白为什么要评价债权人的信用风险