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Flash round 2 q7
 
You are here: Forum Home  >  Forums  >  Credit Risk  >  Thread
JOp
Posted: 04 November 2008 05:28 AM   [ Ignore ]  
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Total Posts:  29
Joined  2008-02-17

Hi,

If the return distribution differs because of skewness than the Expected loss (a) will also shift based on quant.

John

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