问题如下：
Which of the following statements is false regarding expected loss or unexpected loss?
选项：
A.Unexpected loss typically exceeds expected loss.
B.When the probability of default is 0, unexpected loss is equal to 0.
C.When the probability of default is 0, expected loss is equal to 0.
D.Expected captures variation in the value of risky assets.
解释：
D is correct.
考点：Expected loss & Unexpected loss
解析：一般情况下，非预期损失大于预期损失，但是当违约概率都是0，两者的数值都是0。
预期损失并没有捕捉到风险资产的波动改变。
根据UL的公式，即便PD=0，UL还是有数值的。为什么B选项是对的呢
