问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
老师，还是不明白为什么150%对应的是10，是因为剩下的部分被collateral覆盖掉了吗？
NO.PZ2019070901000088 问题如下 Suppose th$80 million exposure to aparticulcounterparty is securecollaterworth $70 million. Thecollaterconsists of bon issueA-ratecompany. The counterparty hasa rating of B+. The risk weight for the counterparty is 150% anthe riskweight for the collateris 50%. The risk-weighteassets applicable to theexposure using the simple approais? A.$50million B.$80 million C.$61 million $79 million A is correct. 考点calculate RWA解析risk-weighteassets = (0.5x 70) + (1.5 x 10) = $50 million 如题
NO.PZ2019070901000088 问题如下 Suppose th$80 million exposure to aparticulcounterparty is securecollaterworth $70 million. Thecollaterconsists of bon issueA-ratecompany. The counterparty hasa rating of B+. The risk weight for the counterparty is 150% anthe riskweight for the collateris 50%. The risk-weighteassets applicable to theexposure using the simple approais? A.$50million B.$80 million C.$61 million $79 million A is correct. 考点calculate RWA解析risk-weighteassets = (0.5x 70) + (1.5 x 10) = $50 million 请问我看了以前的解答，仍然不理解这个SIMPLE APPROA为什么需要加上押品的价值？那个10从哪里来的呢？如果一开始就计算了纯EXPOSURE 是10，根本不需要1.5倍啊？权重为150的意思是，原始EXPOSURE 需要乘以1.5，主要原因是对手方风险高，而不是二者轧差后还乘以1.5. 另外，押品折价也是根据权重的。
这里对手的rating和保险的 rating是干扰项吗？实际排名多少并没关系么
为啥不是80*150% - 70*50% 呢
