Sep 21, 2017 term paper 2

SUPPOSE THAT A BANK HAS A TOTAL OF $10 MILLION OF EXPOSURES OF A CERTAIN TYPE. THE 1-YEAR…

This paper concentrates on the primary theme of SUPPOSE THAT A BANK HAS A TOTAL OF $10 MILLION OF EXPOSURES OF A CERTAIN TYPE. THE 1-YEAR… in which you have to explain and evaluate its intricate aspects in detail. In addition to this, this paper has been reviewed and purchased by most of the students hence; it has been rated 4.8 points on the scale of 5 points. Besides, the price of this paper starts from £ 40. For more details and full access to the paper, please refer to the site.

Suppose that a bank has a total of $10 million of exposures of a certain type. The 1-year probability of default averages 1% and the recovery rate averages 40%. The copula correlation parameter is 0.2. Estimate the 99.5% 1-year credit VaR


0% Plagiarism Guaranteed & Custom Written, Tailored to your instructions


International House, 12 Constance Street, London, United Kingdom,
E16 2DQ

UK Registered Company # 11483120


100% Pass Guarantee

Order Now

STILL NOT CONVINCED?

We've produced some samples of what you can expect from our Academic Writing Service - these are created by our writers to show you the kind of high-quality work you'll receive. Take a look for yourself!

View Our Samples

corona virus stop
FLAT 25% OFF ON EVERY ORDER.Use "FLAT25" as your promo code during checkout