请问判定rwr除了pd 和ead反向变动外,还要加上decrease counterparty risk这个条件么?同理,RWR,也要PD和EAD同向变动同时increase counterparty risk 么?
问题如下图:
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解释:
NO.PZ2016082405000076 How many of the following statements regarng wrong-wrisk anright¬wrisk (RWR) are correct? I. Co-movement in risk exposure anfault probability procing a cline in overall risk is example of wrong-wrisk. II. Co-movement in risk exposure anfault probability procing increase in overall counterparty risk is example of right-wrisk. III. Co-movement in risk exposure anfault probability procing neither a cline nor increase in the overall counterparty risk is example of wrong-risk. IV. Co-movement in risk exposure anfault probability procing a cline in risk exposure but increase in counterparty fault probability is example of right-wrisk. None. All. Two. Three. A A cline in overall counterparty risk is example of right-wrisk. An. increase in overall counterparty risk is example of wrong-wrisk. increase in overall counterparty risk is a contion for the emergenof wrong-wrisk. A cline in risk exposure but increase in counterparty fault probability mor mnot lower overall counterparty risk. 讲义中不是说名RWR orr RWR only refers to the counterparty fault risk anexposure 和 overall counterpart risk有什么关系?
How many of the following statements regarng wrong-wrisk anright¬wrisk (RWR) are correct? I. Co-movement in risk exposure anfault probability procing a cline in overall risk is example of wrong-wrisk. II. Co-movement in risk exposure anfault probability procing increase in overall counterparty risk is example of right-wrisk. III. Co-movement in risk exposure anfault probability procing neither a cline nor increase in the overall counterparty risk is example of wrong-risk. IV. Co-movement in risk exposure anfault probability procing a cline in risk exposure but increase in counterparty fault probability is example of right-wrisk. None. All. Two. Three. A A cline in overall counterparty risk is example of right-wrisk. An. increase in overall counterparty risk is example of wrong-wrisk. increase in overall counterparty risk is a contion for the emergenof wrong-wrisk. A cline in risk exposure but increase in counterparty fault probability mor mnot lower overall counterparty risk. 这四个没看懂,麻烦一下,谢谢!
最后一种说法怎么错了啊?EA降而P升,不是RWR么?