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NEW QUESTION: 1
オブジェクトを追跡するために構成されているしきい値の2つのタイプはどれですか? (2つ選択)
A. アドミニストレーティブディスタンス
B. 重量
C. 帯域幅
D. 割合
E. 遅延
Answer: B,D
NEW QUESTION: 2
사용자는 여러 AWS 환경에서 워크로드를 시작해야 합니다. 각 워크로드 사본의 구성은 동일해야 합니다.이 작업을 수행하는 가장 효율적인 방법은 무엇입니까?
A. 사용자 지정 PowerShell 스크립트를 실행하여 작업 부하를 시작합니다.
B. AWS Management Console을 사용하여 리소스를 시작하십시오.
C. AWS OpsWorks를 사용하여 워크로드를 프로비저닝하십시오.
D. AWS CloudFormation을 사용하여 스택을 시작하십시오.
Answer: C
NEW QUESTION: 3
Which of the following formulae describes CVA (Credit Valuation Adjustment)? All acronyms have their usual meanings (LGD=Loss Given Default, ENE=Expected Negative Exposure, EE=Expected Exposure, PD=Probability of Default, EPE=Expected Positive Exposure, PFE=Potential Future Exposure)
A. LGD * ENE * PD
B. LGD * PFE * PD
C. LGD * EPE * PD
D. LGD * EE * PD
Answer: C
Explanation:
Explanation
The correct definition of CVA is LGD * EPE * PD. All other answers are incorrect.
CVA reflects the adjustment for counterparty default on derivative and other trading book transactions. This reflects the credit charge, that neeeds to be reduced from the expected value of the transaction to determine its true value. It is calculated as a product of the loss given default, the probability of default and the average weighted exposure of future EPEs across the time horizon for the transaction.
The future exposures need to be discounted to the present, and occasionally the equations for CVA will state that explicitly. Similarly, in some more advanced dynamic models the correlation between EPE and PD is also accounted for. The conceptual ideal though remains the same: CVA=LGD*EPE*PD.
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