Question
The expected loss of a bank's loan portfolio takes into account a. the exposure of the loan less provisions, default probability and recovery rate b.
The expected loss of a bank's loan portfolio takes into account
a.
the exposure of the loan less provisions, default probability and recovery rate
b.
the business cycle the bank operates in
c.
the exposure of the loan and its default probability
d.
the exposure of the loan, default probability
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Business Forecasting
Authors: John E. Hanke, Dean Wichern
9th edition
132301202, 978-0132301206
