Page 1 of 1
Loans Portfolio Weight Annual Spread Fees Earned Loss to FI given Default Expected Default Frequency Correlation Industr
Posted: Tue Nov 16, 2021 8:30 am
by answerhappygod
- Loans Portfolio Weight Annual Spread Fees Earned Loss To Fi Given Default Expected Default Frequency Correlation Industr 1 (72.61 KiB) Viewed 138 times
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%