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How to calculate regression xc xh from C&i loans and consumer loans !!! using calculator 19. Over the past 10 years, a bank has experienced
How to calculate regression xc xh from C&i loans and consumer loans !!! using calculator
19. Over the past 10 years, a bank has experienced the following loan losses on its C&I loans, consumer loans, and total loan portfolio. Year C&I Loans Consumer Loans Total Loans 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 0.0080 0.0088 0.0100 0.0120 0.0104 0.0084 0.0072 0.0080 0.0096 0.0144 0.0165 0.0183 0.0210 0.0255 0.0219 0.0174 0.0147 0.0165 0.0201 0.0309 0.0075 0.0085 0.0100 0.0125 0.0105 0.0080 0.0065 0.0075 0.0095 0.0155 a. Using regression analysis on these historical loan losses, the bank has estimated the following: c = ----- + ---XL and Xh= ----- + ----XL Step by Step Solution
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