问题:
A . 0.03%,0.03%B . 0.02%,0.04%C . 0.02%,0.03%D . 0.03%,0.04%
● 参考解析
违约概率是指借款人在未来一定时期内发生违约的可能性。违约概率一般被具体定义为借款人内部评级l年期违约概率与0.03%中的较高者,设定0.03%的下限是为了给风险权重设定下限,也是考虑到商业银行在检验小概率事件时所面临的困难。
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