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 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%

where did you get this stuff? it makes me nervous.....

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好久没来,斑竹 都没见过。

 

这个题目好像是 07 真题,不要紧张,这样的题目其中不多,快考试了,希望大家考个好成绩。

[此贴子已经被作者于2009-11-14 22:38:37编辑过]

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