NO.PZ2020033003000076
问题如下：
Which of the following statement regarding wrong-way risk and right-way risk (RWR) is correct?
选项：
A.Wrong-way risk reduces the overall counterparty risk.
B.Right-way risk has the impact of reducing DVA.C.Right-way risk refers to the exposure tends to be high when the counterparty is more likely to default and vice versa.
D.
Wrong-way risk refers to the exposure tends to be high when the counterparty is more likely to default and vice versa.
解释：
D is correct.
考点：Wrong-Way Risk Vs. Right-Way Risk
解析：Wrong-Way Risk是指当交易对手更可能违约时，敞口往往很高，反之亦然。
Right-Way Risk会增加DVA而非减小。
RWR与DVA之间的关系应该怎么理解呢？
