更多"credit risk"的相关试题:
[单项选择]When assessing credit risk, which of the following ratios would best measure a firm’ s tolerance for additional debt and a firm’ s operational efficiency Ratio 1: Retained cash flow (CFO-dividends) divided by total debt. Ratio 2: Current assets divided by current liabilities. Ratio 3: Earnings before interest, taxes, depreciation, and amortization divided by revenues. Tolerance for leverage Operational efficiency（）①A. Ratio 3 Ratio 1 ②B. Ratio 2 Ratio 3 ③C. Ratio 1 Ratio 3
A. ①
B. ②
C. ③
[简答题]Credit risk or the failure of a counterpart that the bank faces applies not only to loans, but also to other on-and-off-balance sheet exposures such as guarantees, acceptances and securities investments.
[判断题]Credit Risk+模型的一个基本假定是贷款组合的违约率服从二项分布（）
[单项选择]
信用风险转移（Credit Risk Transfer，CRT）是指金融机构，一般是指商业银行通过使用各种金融工具把信用风险转移到其他银行或其他金融机构。信用风险转移市场的参与机构主要是各种金融机构，主要的市场参与者包括商业银行、各种机构投资者和证券公司。在信用风险转移市场中，那些把信用风险转移出去的机构称为信用风险转出者（也就是保护购买者、风险出售者或被保险者），那些接受信用风险的机构称为信用风险接受者（也就是保护出售者、风险购买者或保证人）。
根据以上定义，下列不属于信用风险转移的是（）。
A. 企业通过将应收账款的票据卖给专门办理保理业务的金融机构而实现资金融通
B. 在延期付款的大型设备贸易中，出口商把经进口商所在地银行担保的远期汇票或本票无追索权地售给出口商所在地的金融机构，以取得现款
C. 信用保险就是企业通过和保险机构签订保险合同，支付一定的保费，从而在指定信用风险范围内蒙受损失时获得补偿
D. 某超市提示顾客在购物时要保管好自己的财物
[判断题]Credit Risk+模型认为，贷款组合中不同类型的贷款同时违约的概率很小且相互独立，因此，贷款组合的违约率服从泊松分布。 ( )
[单项选择]A major type of risk that banks face is credit risk or the failure of a counter-party to perform according to a contractual arrangement. This risk applies not only to loans but also to other on-and-off balance sheet exposures such as guarantees, acceptances and securities investments. Serious banking problems have arisen from the failure of banks to recognize impaired assets, to create reserves for writing off these assets, and to suspend recognition of interest income when appropriate.
"Balance Sheet" means the statement on which a bank’s assets and liabilities are listed.
A. Right
B. Wrong
C. Doesn’t say
[名词解释]transferable credit
[判断题]The risk covered in FPA, WPA and All Risk in PICC Ocean Marine Cargo Clauses are not the same but all of them cover loss or damage caused by the intentional act of the InsureD．( )
