1.Suppose management is unwilling to permit losses exceeding 20 per cent of an FIs capital to a...
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1.Suppose management is unwilling to permit losses exceeding 20 per cent of an FI’s capital to a particular sector. If management estimates that the amount lost per dollar of defaulted loans in this sector is 50 cents, find the concentration limit. LO 11.4
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Financial Institutions Management A Risk Management
ISBN: 9781743073551
4th Edition
Authors: Helen Lange, Anthony Saunders, Marcia Millon Cornett
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