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二三六七七九九 · 2019年11月10日

问一道题:NO.PZ2016082406000036 [ FRM II ]

问题如下图:

选项:

A.

B.

C.

D.

解释:

dd不是用的短期债和长期债么。。为啥是股价?

1 个答案

品职答疑小助手雍 · 2019年11月11日

同学你好,DD是衡量default frequency的啊,这章的标题就是用股价衡量PD嘛,所以是股价~

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