degree-of-dependence

  1. Nicole Seaman

    P1.T4.24.14. Economic & Regulatory Capital, Degree of Dependence, and Credit Losses

    Learning Objectives: Explain the distinctions between economic capital and regulatory capital and describe how economic capital is derived. Describe the degree of dependence typically observed among the loan defaults in a bank’s loan portfolio and explain the implications for the portfolio’s...
    • Nicole Seaman
    • Thread
    • binomial-distribution credit-losses default-rate degree-of-dependence economic-capital loan-portfolio regulatory-capital
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    • Forum: FRM® Practice Questions
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