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loss-rate

  1. L

    CALCULATE LOSS RATE

    Hi, How could you calculate LR(Loss Rate) from Unexpected Loss formula? UL= EA X ((PD X stand^2 LR) + (LR^2 x stand^2 PD))^1/2 Many thanks, Javier
  2. Nicole Seaman

    P1.T4.920. Economic capital relative to credit risk (Schroeck)

    Learning objectives: Evaluate a bank’s economic capital relative to its level of credit risk. Identify and describe important factors used to calculate economic capital for credit risk: probability of default, exposure, and loss rate. Questions: 920.1. A bank's asset value has an expected...
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