PaisleyPPx · 2020年02月11日
问题如下：
Which of the following can most appropriately measure the credit risk?
选项：
A.Expected loss.
B.Loss severity.
C.Default probability.
解释：
A is correct.
The expected loss incorporates both the loss severity and the default probability. Neither component alone fully measures the credit risk.
老师 B为什么不能选？
NO.PZ2018062006000153 问题如下 Whiof the following cmost appropriately measure the cret risk? A.Expecteloss. B.Loss severity. C.fault probability. A is correct.The expecteloss incorporates both the loss severity anthe fault probability. Neither component alone fully measures the cret risk.考点信用风险解析ExpecteLoss=LGPO信用风险既取决于违约概率，也取决于一旦违约造成的损失。所以用ExpecteLoss作为衡量信用风险的指标最为适合，故A正确。 “信用风险既取决于违约概率，也取决于一旦违约造成的损失。所以用ExpecteLoss作为衡量信用风险的指标最为适合”，解析很牵强啊，也没说明白为什么expecteloss 就比C合适。麻烦一下。
NO.PZ2018062006000153 问题如下 Whiof the following cmost appropriately measure the cret risk? A.Expecteloss. B.Loss severity. C.fault probability. A is correct.The expecteloss incorporates both the loss severity anthe fault probability. Neither component alone fully measures the cret risk.考点信用风险解析ExpecteLoss=LGPO信用风险既取决于违约概率，也取决于一旦违约造成的损失。所以用ExpecteLoss作为衡量信用风险的指标最为适合，故A正确。 如题
