frm 一题

skysmiley430

 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%

skysmiley430

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]

kangqwei

where did you get this stuff? it makes me nervous.....