unexpected loss

  1. Nicole Seaman

    P1.T1.602. Basic financial risk types (Topic Review)

    Questions: 602.1. Sallly Smith is developing an economic capital model for her bank. Her economic capital model will determine the target level of equity (i.e., on the balance sheet) at the firm based on a risk appetite articulated by the board of directors and capital at risk across the...
  2. Nicole Seaman

    P1.T4.506. Expected loss, unexpected loss and risk contribution (Schroeck)

    Learning outcomes: Define and calculate expected loss (EL). Define and calculate unexpected loss (UL). Calculate UL for a portfolio and the risk contribution of each asset. Questions: 506.1. Consider the following four short-term loans held by a bank: Which loan has the highest expected...
  3. Nicole Seaman

    P1.T4.418. Expected and unexpected loss (EL and UL)

    Concept: These on-line quiz questions are not specifically linked to AIMs, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical AIM-by-AIM question such that the intended difficulty level is nearer to an actual...
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