- Loans Portfolio Weight Annual Spread Fees Earned Loss To Fi Given Default Expected Default Frequency Correlation Industr 1 (72.61 KiB) Viewed 137 times
Loans Portfolio Weight Annual Spread Fees Earned Loss to FI given Default Expected Default Frequency Correlation Industr
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Loans Portfolio Weight Annual Spread Fees Earned Loss to FI given Default Expected Default Frequency Correlation Industr
Loans Portfolio Weight Annual Spread Fees Earned Loss to FI given Default Expected Default Frequency Correlation Industry 1 0.34 4.90% 1.55% 50% Industry 2 0.66 8.20% 3.10% 35% 1.0% 3.5% 0.40 Use the Moody's Analytics Portfolio Manager Model. Calculate the average portfolio return. 8.67% O 7.08% 9.65% O 4.51%