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49.The management of a bank wants to limit the credit loss to a specific sector within 5%. Concentration limit is the maximum loss as a percentage of capital divided by the inverse of the loan loss rate. With an estimated recovery rate of 60%, what should the concentration limit to that sector be as a percentage of capital?


a.
5%

b.
12.5%

c.
8.33%

d.
3%

答案选C，我选B

哪位考友知道这道题到底该怎么去考虑呢？
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关键词：FRM Credit Loss percentage Management Managemen management percentage recovery specific 不胜感激

5/60=0.0833

我算得是 B
5%/(1-60%)=0,125

应该是 5/60 的，  
根据题目，limit= (max loss/capital)/inverse of loss rate=(max loss/capital)/recovery rate=0.05/0.6

inverse of loss rate是loss rate 的倒数，这里可以理解为1-loss rate 也就是recovery rate 吗？？