Wheel · 2022年05月06日
NO.PZ2018062006000153
问题如下：
Which of the following can most appropriately measure the credit risk?
选项：
A.Expected loss.
B.Loss severity.
C.Default probability.
解释：
A is correct.
The expected loss incorporates both the loss severity and the default probability. Neither component alone fully measures the credit risk.
考点：信用风险
解析：Expected Loss=LGD×POD，信用风险既取决于违约概率，也取决于一旦违约造成的损失。所以用Expected Loss作为衡量信用风险的指标最为适合，故选项A正确。
如题
NO.PZ2018062006000153 问题如下 Whiof the following cmost appropriately measure the cret risk? A.Expecteloss. B.Loss severity. C.fault probability. A is correct.The expecteloss incorporates both the loss severity anthe fault probability. Neither component alone fully measures the cret risk.考点信用风险解析ExpecteLoss=LGPO信用风险既取决于违约概率，也取决于一旦违约造成的损失。所以用ExpecteLoss作为衡量信用风险的指标最为适合，故A正确。 “信用风险既取决于违约概率，也取决于一旦违约造成的损失。所以用ExpecteLoss作为衡量信用风险的指标最为适合”，解析很牵强啊，也没说明白为什么expecteloss 就比C合适。麻烦一下。
老师 B为什么不能选？
