Q-108. Calculate the standard deviation of losses for an individual loan using the formula: $\sigma_i = \sqrt{p_i - p_i^2(L_i(1 - R_i))}$ where p_i = probability of default, L_i = exposure at default, R_i = recovery rate | Financial Risk Manager Part 1 Quiz - LeetQuiz
Q-108. Calculate the standard deviation of losses for an individual loan using the formula: σi=pi−pi2(Li(1−Ri)) where p_i = probability of default, L_i = exposure at default, R_i = recovery rate