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菱秋秋 · 2021年09月30日

请问答案解析中的EAD是什么?

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。

请问答案解析中的EAD是什么?

1 个答案

品职答疑小助手雍 · 2021年10月02日

同学你好,信用风险里学过的,Exposure at default

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