【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 enhancementsA. 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.
相关标签 FRM一级