NO.PZ2020033002000086
问题如下:
The CreditMetrics model uses three primary factors except:
选项:
A.Credit ratings
B.Seniority
C.Equity prices
D.Recovery rates
解释:
C is correct.
考点:CreditMetrics
解析:
CreditMetrics uses credit ratings, the transition matrix, recovery rates, and LGD for various seniorities, but not equity prices for the obligor.
这个知识点在讲义的哪里?重要吗