FRM

FRM

【FRM每日一题】二级:信用风险测量与管理(4)

【FRM每日一题】二级:信用风险测量与管理(4)

备考FRM二级  |  2015-10-23

  Which of the following is an internal enhancements

  A. Overcollateralization

  B. CDS

  C. Put options on assets

  D. Letters of credit

  Answer: A

  Internal enhancements include: overcollateralization, direct equity issue, holdback, cash collateral account (CCA), excess spread.

  External credit enhancement include insurance, warps, and guaranties, letters of credit, CDS, put options on assets.


小编提醒:FRM通过率逐年增加,建议广大童鞋积极报考,具体可咨询金程FRM在线客服

FRM资料:Handbook+Notes

FRM备考资料
FRM备考资料

相关标签 FRM一级

取消