Financial Risk Manager Part 1
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Q-105. Which loan has the highest dollar expected loss (EL)?
Loan characteristics:
- (a): Default intensity 4.0%, remaining term 3 months, LGD 60.0%
- (b): Default intensity 3.0%, remaining term 6 months, LGD 60.0%
- (c): Default intensity 2.0%, remaining term 9 months, LGD 60.0%
- (d): Default intensity 1.0%, remaining term 12 months, LGD 60.0%
Q-105. Which loan has the highest dollar expected loss (EL)?
Loan characteristics:
- (a): Default intensity 4.0%, remaining term 3 months, LGD 60.0%
- (b): Default intensity 3.0%, remaining term 6 months, LGD 60.0%
- (c): Default intensity 2.0%, remaining term 9 months, LGD 60.0%
- (d): Default intensity 1.0%, remaining term 12 months, LGD 60.0%
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