Credit risk economic capital refers to_________
A. The capital that a commercial bank should hold under a certain confidence level to cope with the unexpected loss of credit risk assets within a certain period in the future
B. The capital that a commercial bank should hold to cope with the expected loss of credit risk assets within a certain period in the future under a certain confidence level
C. Under a certain confidence level, the commercial bank should hold capital to become the unexpected loss and expected loss of credit risk assets within a certain period in the future
D. None of the above
Answer:A
Credit risk economic capital refers to_________
A. The capital that a commercial bank should hold under a certain confidence level to cope with the unexpected loss of credit risk assets within a certain period in the future B. The capital that a commercial bank should hold to cope with the expected loss of credit risk assets within a certain period in the future under a certain confidence level C. Under a certain confidence level, the commercial bank should hold capital to become the unexpected loss and expected loss of credit risk assets within a certain period in the future D. None of the above