Compared to modern portfolio theory, Moody's Analytics Portfolio Manager Model does not require loan returns to be normally distributed.
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Q5: The expected return of a portfolio of
Q6: Most portfolio managers will accept some level
Q7: The variance of returns of a portfolio
Q8: Older loan pools provide very little evidence
Q9: Portfolio risk can be reduced through diversification
Q11: In the past, data availability limited the
Q12: A loan migration matrix is a measure
Q13: The concentration limit method of managing credit
Q14: Modern portfolio theory models consider only how
Q15: Using migration analysis, a loan officer tracks
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