[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"$fqX3esZK_X8TZMo-73HfASqZNxh8fJwDASZFjKUHp818":3},{"answer":4,"createTime":5,"id":6,"options":7,"origin":12,"question":19,"related":20,"source":29,"type":40},[],"2026-01-11 10:01:11",309248884,[8,9,10,11],"It models default probability as a Poisson process","It uses rating transition matrices to estimate credit losses","It assumes constant recovery rates for all assets","It only considers default risk, not credit spread risk",{"count":13,"courseId":14,"courseImg":15,"courseName":16,"workId":17,"workName":18},207,"53e1d2ef4961cca8eea3e23969ad2cb9","https:\u002F\u002Ftihai-oss-cloud.itihey.com\u002Fimg\u002F03a579384a6dc297c89809b582fcc767.png","默认课程","work_49565067","新建作业20260108191851","Which of the following statements about CreditMetrics is TRUE",[21,31,41,50,59,68,71,80,89,98],{"answer":22,"createTime":23,"id":24,"options":25,"question":28,"source":29,"type":30},[],"2026-01-06 03:27:12",303860472,[26,27],"正确","错误","粪便嵌塞时可采取人工取便的方式掏出粪块,若粪块过于坚硬,应用力掏出","v1",3,{"answer":32,"createTime":5,"id":33,"options":34,"question":39,"source":29,"type":40},[],309248880,[35,36,37,38],"0.563","0.347","0.053","-0.015","A portfolio manager received a report on his fund's performance. According to the report, the portfolio return was 2.5% with a standard deviation of 21% and a beta of 1.2. The risk -free rate over this period was 3.5%,the semi-standard deviation of the portfolio was 16%,and the tracking error of the fund was 2%. What is the difference between the value of the fund's Sortino ratio (assuming the risk-free rate is the minimum acceptable return) and its Sharpe ratio? ( )",0,{"answer":42,"createTime":5,"id":43,"options":44,"question":49,"source":29,"type":40},[],309248881,[45,46,47,48],"即期利率","远期利率","到期收益率","平价利率","如下哪一个利率不能被作为折现率使用?( )",{"answer":51,"createTime":5,"id":52,"options":53,"question":58,"source":29,"type":40},[],309248882,[54,55,56,57],"识别潜在风险因素","评估风险发生概率","界定风险影响范围","确定风险所属类别","下列哪项不属于金融风险辨识的核心目标",{"answer":60,"createTime":5,"id":61,"options":62,"question":67,"source":29,"type":40},[],309248883,[63,64,65,66],"仅用于评估正常市场环境下的流动性状况","可模拟极端市场条件下的流动性缺口","无法帮助识别潜在的流动性风险点","主要依赖历史数据进行预测","下列关于压力测试在流动性风险管理中作用的描述,正确的是",{"answer":69,"createTime":5,"id":6,"options":70,"question":19,"source":29,"type":40},[],[8,9,10,11],{"answer":72,"createTime":5,"id":73,"options":74,"question":79,"source":29,"type":40},[],309248885,[75,76,77,78],"风险加权资产","表内外资产余额","核心资本净额","一级资本净额","巴塞尔协议III中,杠杆率的计算基础是",{"answer":81,"createTime":5,"id":82,"options":83,"question":88,"source":29,"type":40},[],309248886,[84,85,86,87],"8.62","8.85","9.03","9.21","A bond with a face value of $100, coupon rate of 5% (annual payment), and maturity of 3 years has a yield to maturity of 4%. What is the bond's convexity",{"answer":90,"createTime":5,"id":91,"options":92,"question":97,"source":29,"type":40},[],309248887,[93,94,95,96],"资本结构","风险暴露","资本充足率","股东个人资产状况","巴塞尔协议2要求银行披露的信息不包括( )",{"answer":99,"createTime":5,"id":100,"options":101,"question":106,"source":29,"type":40},[],309248888,[102,103,104,105],"评估投资组合的风险","确定投资组合的收益","设定资本充足率","监控市场风险","以下哪个不是VaR的主要用途?( )"]