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Expected Shortfall from frequency and severity distribution table
FRM 2012 PART 1: MOCK EXAM D 22 www.bionicturtle.com Question 13: 13. For a certain operational process, the frequency distribution below implies a 20% probability of two (2) loss events during the month. For each loss event that occurs, the severity distribution is given by: 50% probability...- delta123
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- Forum: P1.T4. Valuation & Risk Models (30%)