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CALCULATE LOSS RATE
Hi, How could you calculate LR(Loss Rate) from Unexpected Loss formula? UL= EA X ((PD X stand^2 LR) + (LR^2 x stand^2 PD))^1/2 Many thanks, Javier- Lasberm
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- loss-rate recovery-rate unexpected-loss
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- Forum: P1.T4. Valuation & Risk Models