开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

410140980 · 2023年07月18日

credit rating transition

  1. FRM II
  2. Credit Risk Measurement And Management

NO.PZ2020033002000022

问题如下：

Which of the following pieces of information is not included in the credit transition matrices?

选项：

A.

The probability of the company's credit rating being downgraded from AA to BB within five years.

B.

Change in bond prices after credit rating downgrade from BB to BBB.

C.

Probability of default on bonds with a credit rating of B.

D.

Probability of conversion of high-yield bonds to investment-grade bonds.

解释：

B is correct.

考点：Credit Transition Matrices

解析：Credit Transition Matrices并不反应价格信息。

老师信用评级转移矩阵只反应评级变化，违约概率变化这两个信息吧？

添加评论
1 个答案

品职答疑小助手雍 · 2023年07月18日

同学你好，对的，所以只有B选项说的价格是不包含在里面的。

  • 1

    回答

  • 0

    关注

  • 162

    浏览
相关问题

NO.PZ2020033002000022 问题如下 Whiof the following pieces of information is not incluin the cret transition matrices? The probability of the company's cret rating being wngrafrom to within five years. Change in bonprices after cret rating wngra from to BB Probability of fault on bon with a cret rating of Probability of conversion of high-yielbon to investment-gra bon. B is correct.考点Cret Transition Matrices解析Cret Transition Matrices并不反应价格信息。 信用转移矩阵不是只会反应变动的概率吗，我理解这个不是违约概率吧？还是说表格里面到概率就是违约概率？

2023-10-14 16:48 1 · 回答

NO.PZ2020033002000022问题如下 Whiof the following pieces of information is not incluin the cret transition matrices? The probability of the company's cret rating being wngrafrom to within five years. Change in bonprices after cret rating wngra from to BBB.Probability of fault on bon with a cret rating of B. Probability of conversion of high-yielbon to investment-gra bon. B is correct.考点Cret Transition Matrices解析Cret Transition Matrices并不反应价格信息。 conversion

2023-07-15 18:52 1 · 回答

NO.PZ2020033002000022 问题如下 Whiof the following pieces of information is not incluin the cret transition matrices? The probability of the company's cret rating being wngrafrom to within five years. Change in bonprices after cret rating wngra from to BB Probability of fault on bon with a cret rating of Probability of conversion of high-yielbon to investment-gra bon. B is correct.考点Cret Transition Matrices解析Cret Transition Matrices并不反应价格信息。 是错在 bonprice吗

2023-03-12 12:39 1 · 回答

NO.PZ2020033002000022 问题如下 Whiof the following pieces of information is not incluin the cret transition matrices? The probability of the company's cret rating being wngrafrom to within five years. Change in bonprices after cret rating wngra from to BB Probability of fault on bon with a cret rating of Probability of conversion of high-yielbon to investment-gra bon. B is correct.考点Cret Transition Matrices解析Cret Transition Matrices并不反应价格信息。 麻烦讲解一下为什么不对，谢谢

2023-03-11 22:55 1 · 回答