aianjie

 

3、An artificially high mean loss rate that reflects a risk premia for accepting the higher default risk is called the:

A) mean loss rate. 

B) counterparty loss risk premia.

C) potential future exposure.

D) risk-neutral mean loss rate. 

aianjie

 

The correct answer is D

Risk-neutral mean loss rate is the rate where investors act as if they are risk neutral because the rate includes an artificially high mean loss rate that reflects a risk premia for accepting the higher default risk.

pizi

谢谢楼主

shanshan_146

辛苦！