Kadima Corporate and Investment Bank has a portfolio of two loans with a total value […]
Category: RSK 4804
8 min read
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Credit concentration risk
Explain credit concentration risk. What is its relevance for credit portfolio management? BCBS (2006b) suggested […]
4 min read
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Explain loss given default (LGD)
Explain loss given default (LGD), exposure at default (EAD), and Maturity (M). Describe how they […]
4 min read
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Probability of default
Explain Probability of default and briefly discuss its uses………………………………………………………(10) The probability of default (PD) of […]
1 min read
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Client loan application terms.
As a credit analyst for Ledig Commercial Bank, you assess client applications for term loans […]
2 min read
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Headed for bankruptcy
The Z-score formula for predicting bankruptcy was published in 1968. One of the perpetual worries […]
1 min read
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Altmans Z-Score calculate the risk of bankruptcy
The CEO of Mabopane Lt approached your bank for a credit facility Following are ratios […]
1 min read
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Portfolio standard deviation, variance.
The example used here has been extracted from Correia et al (1993), for 5 years, […]
1 min read
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