问一道题：NO.PZ2016082405000074 [ FRM II ]

NO.PZ2016082405000074 Regarng the impaof changes in the cret spreanrecovery rate assumptions on the CVwhiof the following statements is true? A crease in the cret sprewill most often increase the CVFor upwarsloping curve, the CVA will higher compareto a wnwar sloping curve. Increasing the recovery rate will rethe ^V If the acturecovery rate is higher ththe settlerecovery rate, the CVA will most likely higher compareto a situation where both recovery assumptions are the same for both rates. C Increasing the recovery rate will increase the implieprobability of fault but rethe resulting CVA.. The CVA will most often increase given increase in the cret sprea When consiring the shape of the cret sprecurve, the CVA will lower for upwar sloping curve compareto a wnwarsloping curve. Finally, a higher acturecovery rate will most likely leto a lower CVA compareto a situation where the recovery assumptions are the same for both actuansettlerates. 为什么upwCVA is smaller thwnwarCV,但是clearly cret spreincreases cva increases ?这不矛盾吗？

Regarng the impaof changes in the cret spreanrecovery rate assumptions on the CVwhiof the following statements is true? A crease in the cret sprewill most often increase the CVFor upwarsloping curve, the CVA will higher compareto a wnwar sloping curve. Increasing the recovery rate will rethe ^V If the acturecovery rate is higher ththe settlerecovery rate, the CVA will most likely higher compareto a situation where both recovery assumptions are the same for both rates. C Increasing the recovery rate will increase the implieprobability of fault but rethe resulting CVA.. The CVA will most often increase given increase in the cret sprea When consiring the shape of the cret sprecurve, the CVA will lower for upwar sloping curve compareto a wnwarsloping curve. Finally, a higher acturecovery rate will most likely leto a lower CVA compareto a situation where the recovery assumptions are the same for both actuansettlerates. 请问答案中说Increasing the recovery rate will increase the implieprobability of fault but rethe resulting CV如何理解RR提高会增加implieprobability of fault呢？

Regarng the impaof changes in the cret spreanrecovery rate assumptions on the CVwhiof the following statements is true? A crease in the cret sprewill most often increase the CVFor upwarsloping curve, the CVA will higher compareto a wnwar sloping curve. Increasing the recovery rate will rethe ^V If the acturecovery rate is higher ththe settlerecovery rate, the CVA will most likely higher compareto a situation where both recovery assumptions are the same for both rates. C Increasing the recovery rate will increase the implieprobability of fault but rethe resulting CVA.. The CVA will most often increase given increase in the cret sprea When consiring the shape of the cret sprecurve, the CVA will lower for upwar sloping curve compareto a wnwarsloping curve. Finally, a higher acturecovery rate will most likely leto a lower CVA compareto a situation where the recovery assumptions are the same for both actuansettlerates. rr和p关系怎么看出来的呢请问

     老师好，请问settlerecovery rate是哪个知识 ，跟actuRR 的关系是？