NO.PZ2023032703000068
问题如下：
Which of the following statements about statistical credit analysis models is most accurate?
选项：
A.Structural credit models solve for the POD using observable company-specific variables such as financial ratios and macroeconomic variables.
Reduced-form credit models use market-based variables to estimate an issuer’s asset value and the volatility of asset value.
C.Structural credit models define the likelihood of default as the probability of the asset value falling below that of liabilities.
解释：
C is correct. Structural credit models use market-based variables to estimate an issuer’s asset value and asset value volatility, defining the likelihood of default as the probability of the asset value falling below that of liabilities, with zero net assets defined as the default threshold.
请问A和B分别错在哪，这题知识点在哪个视频里面？