Search results
-
U
Portfolio Unexpected Loss (ULp) & Risk Contribution (RC)
Dear Harper, Hope you are doing good. I need to calculate Credit VaR for my loan Portfolio while working in a bank. My bank has thousands of loans on its books but just for illustration I am giving an example below. Kindly guide if I can proceed with this approach to calculate and present...- umarpak
- Post #18
- Forum: P2.T6. Credit Risk (25%)