2021 – Page 3 – Theron Group Blog

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Correlations & credit portfolio risk

What is the relevance of correlations from a credit portfolio risk management perspective? Correlation is […]

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What do you mean by country risk in the context of a credit portfolio? According […]

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What is maturity risk? Describe some of the ways in which this risk can be […]

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What is the difference between systematic and unsystematic risks? Is it true that regulators are […]

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Kadima Corporate and Investment Bank has a portfolio of two loans with a total value […]

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Explain credit concentration risk. What is its relevance for credit portfolio management? BCBS (2006b) suggested […]

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Zefer Ltd. has faced extreme financial difficulties over the past decade, however, the sales of […]

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Explain loss given default (LGD), exposure at default (EAD), and Maturity (M). Describe how they […]

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Explain Probability of default and briefly discuss its uses………………………………………………………(10) The probability of default (PD) of […]

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As a credit analyst for Ledig Commercial Bank, you assess client applications for term loans […]