NO.PZ2016082405000076
问题如下：
How many of the following statements regarding wrong-way risk and right¬way risk (RWR) are correct?
I. Co-movement in risk exposure and default probability producing a decline in overall risk is an example of wrong-way risk.
II. Co-movement in risk exposure and default probability producing an increase in overall counterparty risk is an example of right-way risk.
III. Co-movement in risk exposure and default probability producing neither a decline nor an increase in the overall counterparty risk is an example of wrong-risk.
IV. Co-movement in risk exposure and default probability producing a decline in risk exposure but an increase in counterparty default probability is an example of right-way risk.
选项： None.
All.
C.Two.
D.Three.
解释：
A A decline in overall counterparty risk is an example of right-way risk. An. increase in overall counterparty risk is an example of wrong-way risk. An increase in overall counterparty risk is a condition for the emergence of wrong-way risk. A decline in risk exposure but increase in counterparty default probability may or may not lower overall counterparty risk.
讲义中不是说名RWR orr RWR only refers to the counterparty default risk and exposure 和 overall counterpart risk有什么关系？
