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You have two term loans in your credit book. You have determined their exposure to be $100,000 and $400,000. The PDs are 1.5% and 0.75%
- You have two term loans in your credit book. You have determined their exposure to be $100,000 and $400,000. The PDs are 1.5% and 0.75% respectively. The LGDs are 35% and 15%. What is the expected loss of your portfolio?
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The Political Economy Of Chinese Finance
Authors: J. Jay Choi , Michael R. Powers , Xiaotian Tina Zhang
1st Edition
1785609580,1785609572
