NO.PZ2020033003000001
问题如下：
In 2000, Bank A made a loan to start-up company B after investigation. During 2000-2004, Company B grew fast, and it pays interest on time. Unfortunately, Company B closed down due to expanding sharply in 2005. At first, Bank A expected the loss of Company B would not exceed $1,000,000. But in 2005, Bank A suffered the total loss of Company B was $2,000,000. This is an example of credit risk, and it results from
选项：
A.Probability of defalut increase
B.A higher than expected loss severity arising from a lower than expected recovery at the time of default.
C.A higher than expected loss severity arising from a higer than expected exposure at the time of default.
D.The payment of funds for goods or services that have already been rendered.
解释：
C is correct.
考点：Credit risk
解析：考察的是Credit risk的常见的来源，本题中因为公司创立之初给的风险敞口较小，因此设定的贷款损失较小，后来随着公司的扩张，信用风险敞口逐渐增加。
要是按解析我也能理解C对。。。
但我做的时候就想 这是个loan呀，感觉exposure不确定的不是叫credit of line吗？
loan好像是个确定的叫loan？
有没有啥具体的辨析呀？还是这俩（loan、credit of line）是可以混用的 都一个意思~
蟹蟹蟹蟹假期快乐！
