Hi David,

Expected exposure as defined on your screencast ppt page no 14 is ECE or AECE and also Expected positive exposure.

Thanks
SIpani

Hi David,

Can you explain creditor’s run and DD formula on one page.....scwesher gives DD same as PD in you LGD chap.......can you DD formula and calculation on one page.

Thanks
SIpani

Hi David,

What is thi given in altman’s Z spreadsheet

Altman’s data
Bankrupt Non-
Group Bankrupt
-6.1% 41.4%
-62.6% 35.5%
-31.8% 15.4%
40.1% 247.7%
1.5 times 1.9 times

Hi David,

Can you also explain House bank (Bank control in recovery measure) ?

Thanks

Hi David,

You have missed answering all my questions in Quants and Credit section.

Thanks
Sipani

Sipani,

No, it’s not that, it’s just that i have a backlog of forum questions. I try to get to all the questions. Some are harder/more time consuming than others. I first try to answer them in order, but if they are really time-consuming i bookmark them to come back. David