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Formula of Unexpected Loss
Dear Mr David Sir, while going through the earlier posts, I came across the following formula for calculating the portfolio Unexpected Loss as benig sent by you to 'ravi80' on 23 June 2008. UL(p) = SQRT [sum(i) sum(j) correlation (i,j)UL(i) * UL(j)] ...........................(A)...- Maithreyi
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- correlation-matrix unexpected-loss
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- Forum: P2.T6. Credit Risk (25%)
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Credit Risk - Unexpected Loss
Dear All, This is Maithreyi here. I have just registered myself with this forum. I am trying to learn Credit Risk. However, I am really confused as how to start? Is it possible to suggest some site which will help me understand and clarify my concepts. I was going through some literature...- Maithreyi
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- Replies: 0
- Forum: P2.T6. Credit Risk (25%)