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Finance , Risk Management
#qusuppose that a bank sole business is to lend in two region of the world. The lending in each region
Has the same characteristic as in example 21.5 of section 21.8. Lending to A is there three times as great as lending to region B. The correlation between losses in the two regions is 0.4 estimates the total RAROC
Posted Date: 7/15/2012 9:08:52 PM | Location : United States
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