What is the relevance of correlations from a credit portfolio risk management perspective? Correlation is […]
Tag: Unisa – RSK4804
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Maturity risk & Liquidity risk.
What is maturity risk? Describe some of the ways in which this risk can be […]
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Systematic risk vs unsystematic risk
What is the difference between systematic and unsystematic risks? Is it true that regulators are […]
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Explain loss given default (LGD)
Explain loss given default (LGD), exposure at default (EAD), and Maturity (M). Describe how they […]
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Probability of default
Explain Probability of default and briefly discuss its uses………………………………………………………(10) The probability of default (PD) of […]
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Client loan application terms.
As a credit analyst for Ledig Commercial Bank, you assess client applications for term loans […]
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Headed for bankruptcy
The Z-score formula for predicting bankruptcy was published in 1968. One of the perpetual worries […]
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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 […]