NO.PZ2020033002000060
问题如下：
Which of the following statements is least accurate about counterparty exposure?
选项：
A. Potential
future exposure is the maximum amount of exposure expected to occur on a future
date with a high degree of statistical confidence.
B. Credit risk migrants includes netting
rights, collateral agreements, and early settlement provisions.
C. Current
exposure refers to the current value of the exposure to a subsidiary.
D. Wrong-way
exposures are exposures that are negatively correlated with the credit quality
of the counterparty.
解释：
C is correct.
考点：Counterparty exposure
解析：
Statement C is incorrect because exposure occurs with a counterparty, not subsidiary.
d选项麻烦解析一下，不理解为啥是对的
