1.What is RAROC? How does this model use the concept of duration to measure the risk exposure...
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1.What is RAROC? How does this model use the concept of duration to measure the risk exposure of a loan? How is the expected change in the credit premium measured? What precisely is ΔL in the RAROC equation? LO 10.10
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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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