Question
An FI has set a maximum loss of 8% of total capital as a basis for setting concentration limits on loans to individual firms. If
An FI has set a maximum loss of 8% of total capital as a basis for setting concentration limits on loans to individual firms. If it has set a concentration limit of 22% to a firm, the expected loss rate for that firm is __% (rounded to two decimal places).
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Private Equity Mathematics
Authors: Oliver Gottschalg
1st Edition
1908783508, 9781908783509
