题目内容
(请给出正确答案)
[单选题]
借款人甲、乙内部评级1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》定义的两者的违约概率分别为()。
A.0.02%,0.03%
B.0.02%,0.04%
C.0.03%,0.03%
D.0.03%,0.04%
暂无答案
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A.0.02%,0.03%
B.0.02%,0.04%
C.0.03%,0.03%
D.0.03%,0.04%
A.(1)(2)(3)
B.(2)(3)(4)
C.(1)(3)(4)
D.以上答案都正确
A.内部评级法的核心有六项重要指标
B.内部评级法建立在银行自身内部评级结果基础之上。
C.内部评级法要求银行自下而上建立起风险管理的体系
D.内部评级法的初级法中,银行根据内部数据对于不同级别的借款测算违约概率
A.1
B.3
C.6
D.12