consider the following assumptions for Borrower B: Expected Loss on loan is 5.5%, Expected defaulty frequency is 5%, Annual all-in-spread is 5.8%, Based on the KMV portifolio manager model, what is the unexpected loss on the loans for borrower B? A.4.72% B.10.5% C.2.64% D.12.42%
发表于 2009-11-6 11:03
| 