Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Please solve the below test : fStandard Migration design for 'A' evaluated Borrowers shows a default likelihood of 0.2% and 'BBB' appraised Borrowers shows a

image text in transcribedimage text in transcribed

Please solve the below test :

image text in transcribedimage text in transcribedimage text in transcribed
\fStandard Migration design for 'A' evaluated Borrowers shows a default likelihood of 0.2% and 'BBB' appraised Borrowers shows a default likelihood of 20%. In light of the given information, answer the accompanying ve inquiries. Toward the finish of the perception time frame, the quantity of 'AAA' evaluated borrowers a)35% b]50% e)70% d)10% The rate (%) of relocation of borrowers from 'A' and "BBB" class to default classication (class 'D') are and respectively a) 40 b]55 (3)35 (1)100 2. The percentage ('34:) of migration of borrowers from 'A' and \"BBB\" category to default category (category 'D'] are -- and - respectively. a)2096,4096 b)2%, 40% c)2%, 20% d)0.2, 40% Passing by the Standard Migration Rating, Which sort of rating module the controller will encourage the bank to follow? a)Both 'A' and 'BBB' rated borrowers b) only 'A' rated borrowers c)'BBB' rated borrowers d)None 0f the above 3. At the end of the observation period the number of default category ('D') rated borrowers remained at . a)40 b)54 (3)133 d]48

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

College Accounting A Practical Approach

Authors: Jeffrey Slater, Mike Deschamps

14th Edition

0134729315, 978-0134729312

More Books

Students also viewed these Accounting questions

Question

Identify the major criticisms of neurofinance research.

Answered: 1 week ago

Question

Public financial management regulations 2019 of Ghana.

Answered: 1 week ago

Question

Improving creative problem-solving ability.

Answered: 1 week ago