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bn · 2019年10月01日

问一道题：NO.PZ2016082405000076 [ FRM II ]

  1. FRM II
  2. Credit Risk Measurement And Management

问题如下图：

选项：

A.

B.

C.

D.

最后一种说法怎么错了啊？EAD下降而PD上升，不是RWR么？ 解释：

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品职答疑小助手雍 · 2019年10月02日

同学你好，还少了一条就是总体的对手方风险是要减小的，可以参考框架图54页~

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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？

2021-04-29 23:15 1 · 回答

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！

2020-02-23 18:47 1 · 回答

请问判定rwr除了p和ea向变动外，还要加上crease counterparty risk这个条件么？同理，RWR，也要PEA向变动同时increase counterparty risk 么？    

2018-04-30 06:19 1 · 回答