The following table illustrates how a financial institution might reconsider its stress test of current exposure in an expected-loss framework: | Counterparty | PD | Stressed PD | Average EPE (millions) | LGD | |--------------|-------|-------------|------------------------|------| | Counterparty AA | 0.05% | 0.50% | $213.00 | 70% | | Counterparty BB | 0.03% | 0.30% | $202.50 | 60% | | Counterparty CC | 0.45% | 0.62% | $75.00 | 70% | | Counterparty DD | 1.00% | 1.60% | $300.00 | 65% | What should be the Stress Loss value for Counterparty DD? | Financial Risk Manager Part 2 Quiz - LeetQuiz