. For example, doubling LGD will not double the unexpected loss (as it appears inside the square root).
微信扫一扫
实时资讯全掌握
|
Which of the following statements about unexpected loss is TRUE? A. Unexpected loss is a linear function of loss given default. B. Loss given default is a non-linear function of unexpected loss. C. Loss given default is a linear function of unexpected loss. D. Unexpected loss is a non-linear function of loss given default. |