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  1. D

    Calculating loan loss of a portfolio of loans

    Company A has a 2 loan portfolio Debtor 1 has a loan of 100,000 with collateral of 80,000 and a probability of default of 0.1 and is current with loans. Debtor 2 has a loan of 200,000 with collateral of 150,000 and a probability of default of 0.1 and is past due. The assumptions are that...
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