题目内容
（请给出正确答案）
以下关于信用风险组合模型的说法，正确的有( )。
A．Credit Metrics本质上是一个VaR模型
B．Credit Metrics无法达到同传统期望和传统标准差一样来衡量非交易性资产信用风险的目的
C．Credit PortfolioView是Credit Metrics模型的一种补充
D．Credit PortfolioView比较适合投机类型的借款人
E．Credit Risk+模型是对贷款组合违约率进行分析的
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