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%
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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.标准法,初级内部评级和高级内部评级
B.基本指标法,标准法,高级计量法
C.违约概率,违约损失,违约头寸
D.违约概率,违约损失,持有期限
A.外部评级体系的方法
B.压力测试计分的方法
C.财务指标计分的方法
D.内部评级体系的方法