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  1. J

    P2.T6.24.6 CAMEL system, capital adequacy, and predicting default

    thank you,madam:):)
  2. J

    P2.T6.24.5 Expected Loss, IFRS 9, Workout Procedures, and Retained Assets

    dear madam,may i have your attention please,is p2.t6.24.6 missed?or maybe it's my internet's trouble :confused:
  3. J

    P2.T6.24.7 Merton model, CreditRisk+, CreditMetrics, Moody's KMV & RAROC

    sorry,madam,this picture is unseen either,maybe it's overdue:(
  4. J

    P2.T6.24.10 Sovereign Default Risk Assessment Methods

    sorry,madam,the picture of this question cannot be seen.:confused:
  5. J

    P2.T6.24.12 Single-Factor Model and Granularity

    Is the answer of 24.12.2. A?not hve to be nomal
  6. J

    P2.T6.24.13 Evaluating Ratings Credit Risk and Predicting Defaults

    hello，dear madam，may i ask what's the mean of the number 'T6'？does it means the book 'credit risk'?:p
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