标题: frm 一题 [打印本页]
作者: skysmiley430 时间: 2009-11-6 11:03 标题: frm 一题
consider the following assumptions for Borrower B: Expected Loss on loan is 5.5%, Expected defaulty frequency is 5%, Annual all-in-spread is 5.8%, Based on the KMV portifolio manager model, what is the unexpected loss on the loans for borrower B? A.4.72% B.10.5% C.2.64% D.12.42%
作者: kangqwei 时间: 2009-11-14 06:15
where did you get this stuff? it makes me nervous.....
作者: skysmiley430 时间: 2009-11-14 22:35
好久没来，斑竹 都没见过。
这个题目好像是 07 真题，不要紧张，这样的题目其中不多，快考试了，希望大家考个好成绩。
[此贴子已经被作者于2009-11-14 22:38:37编辑过]
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