题目内容:
若商业银行通过历史数据分析得知,借款人A.B的一年期违约可能性分别为0.02%和0.04%,则根据巴塞尔新资本协议的要求,在该银行信用风险内部评级体系中,A.B的一年期违约概率分别为 ( )。
A.0.02%,0.04% A.0.05%,0.05%
A.0.05%,0.05%
A.0.05%,0.05%
B.0.03%,0.03%
B.0.04%,0.05%
B.0.04%,0.05%
B.0.04%,0.05%
C.0.02%,0.03%
C.0.04%,0.06%
C.0.04%,0.06%
C.0.04%,0.06%
D.0.03%,0.04%
D.0.05%,0.06%
D.0.05%,0.06%
D.0.05%,0.06%
参考答案:
答案解析: