题目内容（请给出正确答案）

[主观题]

Default risk refers to the possibility that a borrower may ______.A．be unable to repay the

Default risk refers to the possibility that a borrower may ______.

A．be unable to repay the principal on his loan

B．be unable to make the interest payments on his loan

C．go bankrupt

D．all of the above

查看答案

如搜索结果不匹配，请联系老师获取答案

您可能会需要：

重置密码查看订单联系客服

安装赏学吧APP，拍照搜题省时又省心！

更多“Default risk refers to the pos…”相关的问题

第1题

In Altman’s creditclassification model, the higher the zscore: ().

A.The lower the default risk of the borrower.

B.The higher the default risk of the borrower.

C.The lower the recovery rate from debt instruments.

D.The zscore indicates neither the default risk of the borrower nor the recovery rate of debt instruments.

点击查看答案

第2题

Country risk refers to political risk existing in a country.A．RightB．WrongC．Doesn't say

Country risk refers to political risk existing in a country.

A．Right

B．Wrong

C．Doesn't say

点击查看答案

第3题

When an institution has sold exposure to another institution (i.e., purchased protection) in a CDS, it has exchanged the risk of default on the underlying asset for which of the following?()

A.Default risk of the counter party

B.Default risk of a credit exposure identified by the counter party

C.Joint risk of default by the counter party and of the credit exposure identified by the counter party

D.Joint risk of default by the counter party and the underlying asset

点击查看答案

第4题

Hedging refers to the process of insuring one’s business against__________ by using fo

rward exchanges or currency swaps.

A.speculation risk

B.deflation risk

C.inflation risk

D.foreign exchange risk

点击查看答案

第5题

In the melded country risk premium approach, you estimate the country risk premium by mult

iplying the country default spread by the volatility of equity markets, relative to the volatility in government bonds in that market. Assume that your estimate for a mature market equity risk premium is 6%, that the default spread for Indonesia is 2% and that the standard deviation of Indonesian equities is 24% （）. Estimate the total equity risk premium for Indonesia

A．12%

B．8%

C．10%

D．6%

E．4%

点击查看答案

第6题

Risk exposure refers to _____ .Athe amount at stake.Bwhat might happen.Cthe likelihood of

Risk exposure refers to _____ .

A the amount at stake.

B what might happen.

C the likelihood of something

D who is going to be held accountable

E All of the above.

点击查看答案

第7题

A portfolio manager has been asked to take the risk related to the default of two securities A and B. She has to make a large payment if, and only if, both A and B default. For taking this risk, she will be compensated by receiving a fee. What can be said about this fee?()

A.The fee will be larger if the default of A and of B are highly correlated.

B.The fee will be smaller if the default of A and of B are highly correlated.

C.The fee is independent of the correlation between the default of A and of B.

D.None of the above is correct.

点击查看答案

第8题

Which one of the following statements is false regarding the calculation of the specific risk charge for the market risk capital rule?()

A.If the bank can demonstrate that its specific risk modeling captures all aspects of specific risk, a surcharge will not be required.

B.If a bank’s model captures the idiosyncratic variation in its debt and equity portfolios, but does not measure default and event risk, a model calculated surcharge should be added to the capital charge.

C.Specific risk includes default and event risk but not idiosyncratic variation.

D.If a bank’smodel does notmeasure specific risk, the surcharge for specific risk should be 100% of the standardized specific risk charge.

点击查看答案

第9题

Which of the following loans has the lowest credit risk? 1 Year Probability Loss Given Remaining Term Loan of Default Default (Months) ().

A.1.99% 60% 3

B.0.90% 70% 9

C.1.00% 75% 6

D.0.75% 50% 12

点击查看答案

第10题

有这样几个因素会影响利率的高低：1）（Default Risk）；2）（Maturity）；3）汇率风险；4）其他风险如流动性风险，通货膨胀风险，无风险收益率水平等；