Financial Risk Manager Part 2
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Expected recovery rate on a defaulted credit: 30.00%
1-year portfolio default rate at the 95th percentile: 5.66%
1-year portfolio default rate at the 99.9th percentile: 9.87%
A
Expected recovery rate on a defaulted credit: 30.00%
B
1-year portfolio default rate at the 95th percentile: 5.66%
C
1-year portfolio default rate at the 99.9th percentile: 9.87%