NO.PZ2020033003000016
问题如下:
In the risk management system, credit risk can be used to evaluate which of the following potential defaults?
I. debt borrowers.
II. counterparties of swap agreements.
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:credit risk 的来源。
解析:credit risk 有两种,一种是传统的债务人违约;另一种是衍生交易中交易对手的违约。
credit risk不应该是借出方有吗,那应该是lender,借入方为啥会有