RSK4804 – Credit Risk Management – Page 2

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Mitigating Over-trading

What are the mitigation measures available to a bank to prevent (i) over-trading and (ii) […]

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

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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 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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The Z-score formula for predicting bankruptcy was published in 1968. One of the perpetual worries […]

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The CEO of Mabopane Lt approached your bank for a credit facility Following are ratios […]