当前位置:高顿题库 >题目详情

题目解析

If the adjusted exposure for Bank X is $15 million, the probability of default is 2%, the recovery rate is 20%, and the standard deviation of EDF and LGD is 5% and 3%, respectively. What is the unexpected loss for Bank X?
A. $603,366.
B. $302,242.
C. $240,000.
D. $24,270.