NO.PZ2020033003000016
问题如下：
In the risk management system, credit risk can be used to evaluate which of the following potential defaults?
I. debt borrowers.
II. counterparties of swap agreements.
选项：
A. I only.
B. II only.
C. Both I and II.
D. Neither I nor II.
解释：
C is correct.
考点：credit risk 的来源。
解析：credit risk 有两种，一种是传统的债务人违约；另一种是衍生交易中交易对手的违约。
credit risk不应该是借出方有吗，那应该是lender，借入方为啥会有
