A-A+

若借款人甲 乙内部评级l年期违约概率分别为0.02%和0.04% 则根据《巴塞尔新资本

2020-11-11 04:25:10 问答库 阅读

问题详情

若借款人甲、乙内部评级l年期违约概率分别为0.02%和0.04%,则根据《巴塞尔新资本协议》定义的二者的违约概率分别为()
A.0.02%,0.04%
B.O.03%,0.03%
C.0.02%,0.03%
D.0.03%,0.04%

请帮忙给出正确答案和分析,谢谢!

参考答案

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考点:借款人,概率