NO.PZ2016082406000060
问题如下：
Which of the following statements about counterparty exposure is correct?
选项： Potential
future exposure is the minimum amount of exposure expected to occur on a future
date with a high degree of statistical confidence.
Netting rights, collateral agreements, and early settlement provisions are all examples of credit risk mitigants.
C.Current exposure refers to the current value of the exposure to a subsidiary.
D.Wrong-way exposures are exposures that are positively correlated with the credit quality of the counterparty.
解释：
ANSWER: B
Statement A is incorrect because exposure is the maximum amount, not the minimum amount, which is zero. Statement C is incorrect because exposure occurs with a counterparty, not subsidiary. Statement D is incorrect because wrong-way exposures are negatively correlated with the credit quality. The problem is when exposures are high and the credit quality goes down.
Early settlement provision是什么意思来着？如何降低credit risk?
