NO.PZ2020033002000060
问题如下：
Which of the following statements is least accurate about counterparty exposure?
选项：
A.
Potential future exposure is the maximum amount of exposure expected to occur on a future date with a high degree of statistical confidence.
B.
Credit risk migrants includes netting rights, collateral agreements, and early settlement provisions.
C.
Current exposure refers to the current value of the exposure to a subsidiary.
D.
Wrong-way exposures are exposures that are negatively correlated with the credit quality of the counterparty.
解释：
C is correct.
考点：Counterparty exposure
解析：
Statement C is incorrect because exposure occurs with a counterparty, not subsidiary.
麻烦解释一下C选项的意思
