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Loan i Weight Spread Fees DF loss Expected default 1 40% 3% 2% 25% 2% p 12 = -0.3 2 60% 4% 2% 20% 0.03
Loani | Weight | Spread | Fees | DF loss | Expected default | |
1 | 40% | 3% | 2% | 25% | 2% | p12 = -0.3 |
2 | 60% | 4% | 2% | 20% | 0.03 | |
According the table above, the risk of Loan 1 is about how much? |
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